+298.3%
COP vs ADM
+100.2%
+198.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -8.4% | -7.8% | -0.6% | -3.7% |
| 30D | +0.3% | -12.6% | +12.9% | +9.1% |
| 3M | +15.1% | -8.2% | +23.3% | +21.1% |
| 6M | +19.8% | -8.9% | +28.7% | +26.1% |
| YTD | +46.8% | +24.0% | +22.8% | +25.4% |
| 1Y | +59.7% | +26.2% | +33.6% | +34.5% |
| 3Y | +28.7% | +7.0% | +21.7% | +13.3% |
| 5Y | +110.7% | +24.9% | +85.8% | +57.2% |
| 10Y | +298.3% | +102.6% | +195.7% | +90.6% |
| All | +298.3% | +100.2% | +198.1% | +90.6% |
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