+0.4%
ABT vs CORZ
+237.5%
-237.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -2.5% |
| 7D | -3.1% | +16.6% | -19.7% | -2.8% |
| 30D | -2.1% | -10.9% | +8.7% | -2.3% |
| 3M | +17.4% | -31.0% | +48.4% | +17.0% |
| 6M | -2.4% | +26.0% | -28.4% | -2.3% |
| YTD | -14.2% | +28.6% | -42.9% | -14.1% |
| 1Y | -18.3% | +34.5% | -52.8% | -18.3% |
| All | +0.4% | +237.5% | -237.1% | +2.1% |
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 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