Cold-atom magnetometers can achieve an exceptional combination of superior sensitivity and high spatial resolution. One key challenge that these quantum sensors face is improving the sensitivity within a given timeframe while preserving a high dynamic range. Here, we experimentally demonstrate an adaptive entanglement-free cold-atom magnetometry with both superior sensitivity and high dynamic range. Using a tailored adaptive Bayesian quantum estimation algorithm designed for Ramsey interferometry using coherent population trapping (CPT), cold-atom magnetometry facilitates adaptive high-precision detection of a dc magnetic field with high dynamic range. Through implementing a sequence of correlated CPT-Ramsey interferometry, the sensitivity significantly surpasses the standard quantum limit with respect to total interrogation time. We yield a sensitivity of 6.8 ± 0.1 picotesla per square root of hertz over a range of 145.6 nanotesla, exceeding the conventional frequentist protocol by 3.3 ± 0.1 decibels. Our study opens avenues for the next generation of adaptive cold-atom quantum sensors, wherein real-time measurement history is leveraged to improve their performance.