-1.7%
ABT vs CORZ
+213.0%
-214.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.9% |
| 7D | -5.0% | -3.0% | -2.0% | -5.0% |
| 30D | -5.8% | -12.1% | +6.3% | -6.0% |
| 3M | +16.7% | -32.4% | +49.1% | +16.2% |
| 6M | -5.2% | +12.4% | -17.6% | -5.3% |
| YTD | -16.0% | +19.3% | -35.3% | -16.0% |
| 1Y | -18.3% | +8.6% | -26.9% | -18.3% |
| All | -1.7% | +213.0% | -214.7% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling