+5,862.7%
COF vs ADP
+4,425.6%
+1,437.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +1.1% |
| 7D | +1.8% | -3.4% | +5.3% | +4.3% |
| 30D | -0.6% | +2.8% | -3.4% | -2.7% |
| 3M | +20.3% | +20.9% | -0.6% | +3.9% |
| 6M | +13.0% | +29.9% | -16.9% | -8.6% |
| YTD | -8.3% | +9.6% | -18.0% | -16.1% |
| 1Y | -1.5% | -5.3% | +3.8% | -0.2% |
| 3Y | +122.3% | +16.5% | +105.8% | +91.9% |
| 5Y | +52.5% | +49.4% | +3.1% | +8.0% |
| 10Y | +264.9% | +282.2% | -17.3% | +32.9% |
| All | +5,862.7% | +4,425.6% | +1,437.2% | +541.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling