+175.7%
COF vs ADP
+322.2%
-146.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | -3.4% | +2.2% | -5.5% | -4.9% |
| 30D | +0.4% | +10.6% | -10.2% | -7.1% |
| 3M | -12.5% | +12.9% | -25.5% | -20.5% |
| 6M | +8.3% | +50.6% | -42.3% | -21.8% |
| YTD | -18.6% | +23.2% | -41.8% | -31.9% |
| 1Y | -8.6% | +25.3% | -33.9% | -24.7% |
| 3Y | +94.7% | +47.1% | +47.5% | +40.3% |
| 5Y | +35.3% | +50.1% | -14.7% | -6.9% |
| All | +175.7% | +322.2% | -146.4% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling