+325.1%
COP vs ADM
+158.6%
+166.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.8% | -0.1% | -0.8% | -0.8% |
| 30D | +15.6% | +11.0% | +4.6% | +8.0% |
| 3M | +14.3% | +6.0% | +8.3% | +9.8% |
| 6M | +17.0% | +26.9% | -9.9% | -0.7% |
| YTD | +47.4% | +50.0% | -2.6% | +12.0% |
| 1Y | +52.4% | +39.6% | +12.8% | +20.4% |
| 3Y | +20.8% | +18.5% | +2.3% | +1.4% |
| 5Y | +191.7% | +62.6% | +129.1% | +82.3% |
| 10Y | +325.1% | +162.4% | +162.7% | +77.0% |
| All | +325.1% | +158.6% | +166.4% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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