+5,197.0%
COF vs ADM
+990.9%
+4,206.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | -0.4% |
| 7D | -3.4% | +4.2% | -7.6% | -5.1% |
| 30D | +0.4% | -12.8% | +13.2% | +6.4% |
| 3M | -12.5% | -8.5% | -4.1% | -9.7% |
| 6M | +8.3% | -10.9% | +19.2% | +12.2% |
| YTD | -18.6% | +29.4% | -48.0% | -29.8% |
| 1Y | -8.6% | +27.5% | -36.2% | -20.8% |
| 3Y | +94.7% | +10.3% | +84.3% | +71.7% |
| 5Y | +35.3% | +27.4% | +8.0% | +8.8% |
| 10Y | +185.1% | +134.6% | +50.6% | +76.4% |
| All | +5,197.0% | +990.9% | +4,206.0% | +1,748.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling