+34.3%
COF vs ADP
+49.9%
-15.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | -5.0% | +0.3% | -5.3% | -5.2% |
| 30D | -2.3% | +11.6% | -13.9% | -8.4% |
| 3M | -12.7% | +15.1% | -27.7% | -19.8% |
| 6M | +6.2% | +46.0% | -39.8% | -16.3% |
| YTD | -19.2% | +22.4% | -41.6% | -28.7% |
| 1Y | -11.5% | +24.5% | -36.0% | -22.9% |
| 3Y | +92.8% | +44.8% | +48.0% | +53.0% |
| 5Y | +34.3% | +49.1% | -14.8% | -2.5% |
| All | +34.3% | +49.9% | -15.6% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling