+151.0%
COP vs REPL
+39.1%
+111.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.4% |
| 7D | -8.4% | +14.2% | -22.6% | -8.8% |
| 30D | +0.3% | +65.9% | -65.6% | -1.5% |
| 3M | +15.1% | +84.6% | -69.5% | +12.5% |
| 6M | +19.8% | +446.9% | -427.2% | +9.8% |
| YTD | +46.8% | +129.0% | -82.2% | +35.9% |
| 1Y | +59.7% | +167.9% | -108.1% | +46.7% |
| 3Y | +28.7% | +93.9% | -65.2% | +4.4% |
| 5Y | +110.7% | -33.0% | +143.7% | +85.3% |
| All | +151.0% | +39.1% | +111.9% | +70.3% |
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