+124.3%
COF vs REPL
-24.7%
+149.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.6% |
| 7D | +1.2% | -5.7% | +7.0% | +1.3% |
| 30D | -1.4% | +22.5% | -23.9% | -1.6% |
| 3M | +19.0% | +64.7% | -45.6% | +18.1% |
| 6M | +14.9% | +83.0% | -68.1% | +12.6% |
| YTD | -10.7% | +52.0% | -62.6% | -12.2% |
| 1Y | -1.3% | +144.5% | -145.8% | -4.9% |
| 3Y | +124.3% | -25.1% | +149.4% | +96.8% |
| All | +124.3% | -24.7% | +149.0% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling