+157.3%
COP vs REPL
+36.1%
+121.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +1.9% |
| 7D | +0.7% | +5.3% | -4.6% | +0.5% |
| 30D | +0.2% | +66.6% | -66.4% | -1.6% |
| 3M | +10.2% | +59.6% | -49.3% | +8.3% |
| 6M | +20.1% | +482.4% | -462.2% | +9.8% |
| YTD | +50.5% | +124.1% | -73.6% | +39.4% |
| 1Y | +56.8% | +138.6% | -81.7% | +44.7% |
| 3Y | +30.3% | +96.0% | -65.8% | +5.4% |
| 5Y | +126.8% | -35.4% | +162.2% | +100.1% |
| All | +157.3% | +36.1% | +121.2% | +74.6% |
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 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