+240.0%
COF vs ADP
+282.5%
-42.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.4% |
| 7D | -6.1% | -5.7% | -0.4% | -2.0% |
| 30D | -5.2% | -1.4% | -3.8% | -4.4% |
| 3M | +17.0% | +16.6% | +0.5% | +3.2% |
| 6M | +12.9% | +24.9% | -12.0% | -6.7% |
| YTD | -13.5% | +5.6% | -19.1% | -18.7% |
| 1Y | -5.9% | -6.0% | +0.2% | -3.4% |
| 3Y | +117.1% | +14.5% | +102.7% | +88.7% |
| 5Y | +45.4% | +47.9% | -2.5% | -0.2% |
| All | +240.0% | +282.5% | -42.4% | +41.0% |
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