-4.2%
CORZ vs ABCL
+198.4%
-202.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +23.5% | -3.3% | +26.8% | +24.3% |
| 30D | +7.5% | -7.1% | +14.6% | +9.7% |
| 3M | -26.6% | +4.7% | -31.3% | -27.1% |
| 6M | -39.5% | +140.9% | -180.4% | -54.5% |
| YTD | -0.3% | +236.0% | -236.2% | -41.6% |
| 1Y | -4.2% | +217.4% | -221.6% | -42.1% |
| All | -4.2% | +198.4% | -202.7% | -42.1% |
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 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