-31.9%
CORZ vs REPL
+175.2%
-207.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +3.2% |
| 7D | -7.8% | +12.7% | -20.5% | -7.9% |
| 30D | -14.8% | +73.5% | -88.3% | -15.1% |
| 3M | -32.5% | +70.3% | -102.8% | -32.7% |
| 6M | -42.7% | +472.0% | -514.7% | -42.5% |
| YTD | -9.8% | +139.5% | -149.3% | -16.2% |
| 1Y | -31.9% | +167.3% | -199.2% | -37.4% |
| All | -31.9% | +175.2% | -207.1% | -37.4% |
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