+154.3%
COP vs REPL
+35.1%
+119.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.4% | +0.3% |
| 7D | -11.5% | +22.8% | -34.3% | -12.1% |
| 30D | +5.0% | +63.8% | -58.8% | +3.1% |
| 3M | +17.5% | +68.1% | -50.6% | +15.2% |
| 6M | +16.2% | +528.5% | -512.3% | +5.8% |
| YTD | +48.8% | +122.4% | -73.6% | +37.9% |
| 1Y | +64.1% | +154.4% | -90.3% | +51.0% |
| 3Y | +25.7% | +68.0% | -42.3% | +3.1% |
| 5Y | +114.4% | -35.4% | +149.7% | +88.9% |
| All | +154.3% | +35.1% | +119.2% | +72.7% |
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