+133.5%
COF vs REPL
+36.1%
+97.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.1% | +0.9% |
| 7D | -4.5% | +5.3% | -9.7% | -4.7% |
| 30D | -2.0% | +66.6% | -68.6% | -4.4% |
| 3M | -9.7% | +59.6% | -69.3% | -11.9% |
| 6M | +8.0% | +482.4% | -474.3% | -5.1% |
| YTD | -17.7% | +124.1% | -141.8% | -26.4% |
| 1Y | -9.3% | +138.6% | -147.9% | -19.3% |
| 3Y | +96.3% | +96.0% | +0.3% | +45.1% |
| 5Y | +37.0% | -35.4% | +72.4% | +12.4% |
| All | +133.5% | +36.1% | +97.4% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling