-3.0%
ABT vs CORZ
+223.2%
-226.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.6% | -1.3% |
| 7D | -5.9% | +0.3% | -6.2% | -5.9% |
| 30D | -8.1% | -14.0% | +6.0% | -8.3% |
| 3M | +14.5% | -34.1% | +48.6% | +14.0% |
| 6M | -6.3% | +8.5% | -14.7% | -6.3% |
| YTD | -17.1% | +23.2% | -40.3% | -17.0% |
| 1Y | -21.4% | +15.4% | -36.7% | -21.4% |
| All | -3.0% | +223.2% | -226.3% | -1.4% |
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