-31.9%
CORZ vs ABCL
+198.8%
-230.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | -7.8% | +2.3% | -10.1% | -8.2% |
| 30D | -14.8% | -0.7% | -14.1% | -14.4% |
| 3M | -32.5% | +33.4% | -65.9% | -36.2% |
| 6M | -42.7% | +137.8% | -180.5% | -56.7% |
| YTD | -9.8% | +264.3% | -274.1% | -49.9% |
| 1Y | -31.9% | +209.2% | -241.1% | -58.1% |
| All | -31.9% | +198.8% | -230.7% | -58.1% |
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