+230.8%
CORZ vs ABCL
+105.7%
+125.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.4% | -1.5% | -8.4% |
| 7D | -21.1% | -14.9% | -6.2% | -17.6% |
| 30D | -31.8% | -15.4% | -16.4% | -28.5% |
| 3M | -47.7% | +88.0% | -135.7% | -56.5% |
| 6M | -48.7% | +138.8% | -187.6% | -61.8% |
| YTD | -21.8% | +225.4% | -247.3% | -48.3% |
| 1Y | -47.8% | +137.3% | -185.1% | -62.3% |
| All | +230.8% | +105.7% | +125.1% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling