-4.5%
COR vs REPL
+163.1%
-167.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.7% |
| 7D | +2.3% | +14.2% | -11.9% | +2.5% |
| 30D | +6.8% | +65.9% | -59.1% | +7.5% |
| 3M | +8.1% | +84.6% | -76.5% | +9.0% |
| 6M | +33.0% | +446.9% | -413.9% | +37.0% |
| YTD | +3.0% | +129.0% | -126.0% | +5.9% |
| All | -4.5% | +163.1% | -167.6% | -0.8% |
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