+322.1%
CORZ vs ABCL
+112.4%
+209.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +23.5% | -3.3% | +26.8% | +24.4% |
| 30D | +7.5% | -7.1% | +14.6% | +10.0% |
| 3M | -26.6% | +4.7% | -31.3% | -27.6% |
| 6M | -39.5% | +140.9% | -180.4% | -55.1% |
| YTD | -0.3% | +236.0% | -236.2% | -34.6% |
| 1Y | -4.2% | +217.4% | -221.6% | -36.1% |
| All | +322.1% | +112.4% | +209.7% | +227.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling