-4.2%
CORZ vs REPL
+144.6%
-148.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +23.5% | +1.2% | +22.2% | +23.4% |
| 30D | +7.5% | +92.2% | -84.7% | +7.2% |
| 3M | -26.6% | +44.1% | -70.7% | -26.9% |
| 6M | -39.5% | +313.0% | -352.5% | -38.7% |
| YTD | -0.3% | +125.2% | -125.5% | -4.1% |
| 1Y | -4.2% | +143.8% | -148.0% | -8.7% |
| All | -4.2% | +144.6% | -148.8% | -8.7% |
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 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