+145.3%
COF vs REPL
-17.3%
+162.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.4% | +6.6% | -1.4% |
| 7D | -6.1% | -13.4% | +7.3% | -5.5% |
| 30D | -5.2% | -3.0% | -2.2% | -5.1% |
| 3M | +17.0% | +56.3% | -39.3% | +12.1% |
| 6M | +12.9% | +60.9% | -48.0% | +2.8% |
| YTD | -13.5% | +36.2% | -49.8% | -20.7% |
| 1Y | -5.9% | +121.0% | -126.9% | -19.5% |
| 3Y | +117.1% | -32.8% | +150.0% | +76.8% |
| 5Y | +45.4% | -58.7% | +104.0% | +21.3% |
| All | +145.3% | -17.3% | +162.6% | +56.7% |
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