+70.3%
ABBV vs CORZ
+223.2%
-152.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.9% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +3.4% | -14.0% | +17.4% | +3.1% |
| 3M | +15.2% | -34.1% | +49.3% | +14.6% |
| 6M | +14.7% | +8.5% | +6.2% | +14.8% |
| YTD | +15.2% | +23.2% | -8.0% | +15.5% |
| 1Y | +20.4% | +15.4% | +5.0% | +20.4% |
| All | +70.3% | +223.2% | -152.9% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 10y: compounded portfolio wealth divided by compounded CORZ 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…
10y analysis · Full analysis span regression · 6 months rolling