+230.8%
CORZ vs REPL
+152.5%
+78.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.2% | -7.6% | -10.8% |
| 7D | -21.1% | +15.1% | -36.3% | -21.2% |
| 30D | -31.8% | +51.1% | -82.9% | -31.9% |
| 3M | -47.7% | +69.2% | -117.0% | -47.8% |
| 6M | -48.7% | +597.6% | -646.3% | -49.2% |
| YTD | -21.8% | +106.0% | -127.8% | -22.4% |
| 1Y | -47.8% | +133.3% | -181.1% | -48.2% |
| All | +230.8% | +152.5% | +78.4% | +236.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling