+113.0%
COP vs ADP
+47.3%
+65.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -11.5% | +3.2% | -14.8% | -12.5% |
| 30D | +5.0% | +14.9% | -10.0% | +0.3% |
| 3M | +17.5% | +11.6% | +5.9% | +13.1% |
| 6M | +16.2% | +48.5% | -32.2% | +1.4% |
| YTD | +48.8% | +20.6% | +28.2% | +39.0% |
| 1Y | +64.1% | +23.7% | +40.4% | +51.9% |
| 3Y | +25.7% | +47.8% | -22.1% | +8.1% |
| All | +113.0% | +47.3% | +65.7% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling