+205.5%
COR vs REPL
-35.0%
+240.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | +7.6% | +1.2% | +6.4% | +7.6% |
| 30D | +6.8% | +92.2% | -85.4% | +6.8% |
| 3M | +16.0% | +44.1% | -28.1% | +16.1% |
| 6M | +41.0% | +313.0% | -272.0% | +40.9% |
| YTD | +6.9% | +125.2% | -118.3% | +7.1% |
| 1Y | -1.0% | +143.8% | -144.8% | -0.9% |
| 3Y | +84.6% | +104.2% | -19.6% | +81.1% |
| All | +205.5% | -35.0% | +240.5% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling