+451.5%
COR vs REPL
+36.8%
+414.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | +7.8% | +1.2% | +6.6% | +7.8% |
| 30D | +7.0% | +92.2% | -85.2% | +5.6% |
| 3M | +16.3% | +44.1% | -27.9% | +15.3% |
| 6M | +41.3% | +313.0% | -271.7% | +34.8% |
| YTD | +7.1% | +125.2% | -118.1% | +2.1% |
| 1Y | -0.8% | +143.8% | -144.6% | -5.7% |
| 3Y | +85.0% | +104.2% | -19.2% | +60.1% |
| 5Y | +203.9% | -34.5% | +238.4% | +180.7% |
| All | +451.5% | +36.8% | +414.7% | +318.0% |
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