+323.5%
CORZ vs REPL
+174.7%
+148.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -6.4% | +17.4% | +11.0% |
| 7D | +14.2% | +5.3% | +8.9% | +14.1% |
| 30D | -3.0% | +66.6% | -69.6% | -3.3% |
| 3M | -26.3% | +59.6% | -85.8% | -26.5% |
| 6M | -36.5% | +482.4% | -518.9% | -37.0% |
| YTD | +0.1% | +124.1% | -124.0% | -0.7% |
| 1Y | -15.9% | +138.6% | -154.4% | -16.5% |
| All | +323.5% | +174.7% | +148.9% | +329.9% |
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