+132.2%
COP vs ADP
+49.5%
+82.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +4.4% | +2.2% | +2.2% | +3.7% |
| 30D | 0.0% | +10.6% | -10.6% | -3.3% |
| 3M | +15.0% | +12.9% | +2.1% | +10.4% |
| 6M | +22.0% | +50.6% | -28.6% | +6.0% |
| YTD | +55.3% | +23.2% | +32.2% | +44.2% |
| 1Y | +64.1% | +25.3% | +38.9% | +51.4% |
| 3Y | +34.1% | +47.1% | -13.1% | +15.8% |
| All | +132.2% | +49.5% | +82.7% | +98.0% |
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