+269.8%
CORZ vs REPL
+180.7%
+89.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.0% | +5.2% | +8.1% |
| 7D | +1.7% | +14.2% | -12.5% | +1.7% |
| 30D | -17.5% | +65.9% | -83.3% | -17.7% |
| 3M | -39.5% | +84.6% | -124.0% | -39.6% |
| 6M | -44.5% | +446.9% | -491.4% | -44.9% |
| YTD | -12.6% | +129.0% | -141.6% | -13.3% |
| 1Y | -37.0% | +167.9% | -204.9% | -37.5% |
| All | +269.8% | +180.7% | +89.1% | +275.3% |
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