+47.8%
COF vs ADM
+67.1%
-19.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.9% | -2.0% |
| 7D | -2.7% | +1.4% | -4.0% | -3.0% |
| 30D | -3.4% | +8.2% | -11.6% | -5.2% |
| 3M | +15.4% | +8.7% | +6.7% | +12.7% |
| 6M | +14.4% | +29.1% | -14.7% | +6.1% |
| YTD | -12.0% | +53.7% | -65.6% | -22.7% |
| 1Y | -3.7% | +43.2% | -47.0% | -14.0% |
| 3Y | +121.1% | +21.4% | +99.6% | +105.5% |
| 5Y | +47.8% | +67.1% | -19.3% | +7.1% |
| All | +47.8% | +67.1% | -19.3% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling