+9.8%
COR vs REPL
+136.7%
-126.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.9% |
| 7D | -1.9% | -5.7% | +3.8% | -1.9% |
| 30D | +1.5% | +22.5% | -21.0% | +1.6% |
| 3M | +18.7% | +64.7% | -46.0% | +19.3% |
| 6M | -9.0% | +83.0% | -92.1% | -7.8% |
| YTD | -3.3% | +52.0% | -55.2% | -1.9% |
| 1Y | +9.8% | +144.5% | -134.7% | +10.4% |
| All | +9.8% | +136.7% | -126.9% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling