+298.3%
COP vs ADP
+327.9%
-29.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -8.4% | +1.1% | -9.5% | -9.1% |
| 30D | +0.3% | +11.5% | -11.2% | -5.8% |
| 3M | +15.1% | +12.0% | +3.1% | +7.5% |
| 6M | +19.8% | +43.8% | -24.0% | -3.4% |
| YTD | +46.8% | +20.1% | +26.8% | +29.9% |
| 1Y | +59.7% | +22.3% | +37.5% | +39.8% |
| 3Y | +28.7% | +43.3% | -14.6% | +0.2% |
| 5Y | +110.7% | +47.3% | +63.3% | +55.1% |
| 10Y | +298.3% | +313.7% | -15.4% | +115.9% |
| All | +298.3% | +327.9% | -29.6% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling