+35.7%
COF vs ADM
+26.4%
+9.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | +0.2% |
| 7D | -3.4% | +4.2% | -7.6% | -4.2% |
| 30D | +0.4% | -12.8% | +13.2% | +3.2% |
| 3M | -12.5% | -8.5% | -4.1% | -11.2% |
| 6M | +8.3% | -10.9% | +19.2% | +10.2% |
| YTD | -18.6% | +29.4% | -48.0% | -25.6% |
| 1Y | -8.6% | +27.5% | -36.2% | -16.3% |
| 3Y | +94.7% | +10.3% | +84.3% | +81.9% |
| All | +35.7% | +26.4% | +9.3% | +17.7% |
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