+131.1%
COF vs REPL
+36.8%
+94.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -3.4% | +1.2% | -4.6% | -3.4% |
| 30D | +0.4% | +92.2% | -91.8% | -2.7% |
| 3M | -12.5% | +44.1% | -56.6% | -14.2% |
| 6M | +8.3% | +313.0% | -304.7% | -2.7% |
| YTD | -18.6% | +125.2% | -143.8% | -27.2% |
| 1Y | -8.6% | +143.8% | -152.4% | -18.8% |
| 3Y | +94.7% | +104.2% | -9.5% | +43.2% |
| 5Y | +35.3% | -34.5% | +69.9% | +10.9% |
| All | +131.1% | +36.8% | +94.3% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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