+64.8%
ABBV vs CORZ
+237.5%
-172.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -2.9% |
| 7D | -4.3% | +16.6% | -20.9% | -4.0% |
| 30D | +1.1% | -10.9% | +12.0% | +0.9% |
| 3M | +12.3% | -31.0% | +43.3% | +11.9% |
| 6M | +9.8% | +26.0% | -16.3% | +10.1% |
| YTD | +11.5% | +28.6% | -17.2% | +11.8% |
| 1Y | +22.3% | +34.5% | -12.2% | +22.4% |
| All | +64.8% | +237.5% | -172.7% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling