+5,156.8%
COF vs ADP
+4,951.6%
+205.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.0% |
| 3M | -12.7% | +15.1% | -27.7% | -21.5% |
| 6M | +6.2% | +46.0% | -39.8% | -20.6% |
| YTD | -19.2% | +22.4% | -41.6% | -32.0% |
| 1Y | -11.5% | +24.5% | -36.0% | -26.5% |
| 3Y | +92.8% | +44.8% | +48.0% | +42.7% |
| 5Y | +34.3% | +49.1% | -14.8% | -4.8% |
| 10Y | +183.0% | +320.9% | -137.9% | -4.2% |
| All | +5,156.8% | +4,951.6% | +205.1% | +420.3% |
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