+4,492.0%
COP vs ADP
+11,097.1%
-6,605.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.2% |
| 7D | +3.0% | -3.4% | +6.4% | +4.4% |
| 30D | +17.5% | +2.8% | +14.7% | +16.0% |
| 3M | +13.4% | +20.9% | -7.6% | +4.5% |
| 6M | +17.7% | +29.9% | -12.1% | +5.0% |
| YTD | +46.6% | +9.6% | +36.9% | +39.3% |
| 1Y | +44.6% | -5.3% | +49.9% | +45.6% |
| 3Y | +20.7% | +16.5% | +4.2% | +10.7% |
| 5Y | +185.0% | +49.4% | +135.6% | +132.3% |
| 10Y | +347.0% | +282.2% | +64.8% | +157.7% |
| All | +4,492.0% | +11,097.1% | -6,605.2% | +1,090.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling