-41.3%
CORZ vs ABCL
+138.2%
-179.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.8% | -11.2% | -10.6% |
| 7D | -14.9% | -10.0% | -5.0% | -12.9% |
| 30D | -23.1% | -10.9% | -12.2% | -21.3% |
| 3M | -44.1% | +101.6% | -145.7% | -52.4% |
| 6M | -39.5% | +167.5% | -207.1% | -56.5% |
| YTD | -12.4% | +259.1% | -271.4% | -48.8% |
| 1Y | -41.3% | +152.2% | -193.5% | -61.5% |
| All | -41.3% | +138.2% | -179.5% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling