+50.0%
COF vs REPL
-52.9%
+102.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.5% |
| 7D | +1.2% | -5.7% | +7.0% | +1.4% |
| 30D | -1.4% | +22.5% | -23.9% | -1.9% |
| 3M | +19.0% | +64.7% | -45.6% | +16.6% |
| 6M | +14.9% | +83.0% | -68.1% | +9.4% |
| YTD | -10.7% | +52.0% | -62.6% | -14.5% |
| 1Y | -1.3% | +144.5% | -145.8% | -9.2% |
| 3Y | +124.3% | -25.1% | +149.4% | +103.6% |
| All | +50.0% | -52.9% | +102.9% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling