+241.9%
CORZ vs ABCL
+119.6%
+122.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.7% | -3.4% | +1.6% |
| 7D | -11.2% | -3.2% | -8.1% | -10.3% |
| 30D | -26.2% | -7.4% | -18.8% | -24.4% |
| 3M | -44.1% | +81.9% | -126.1% | -52.9% |
| 6M | -52.3% | +135.7% | -188.0% | -64.2% |
| YTD | -19.2% | +247.4% | -266.6% | -47.5% |
| 1Y | -42.9% | +162.3% | -205.1% | -59.8% |
| All | +241.9% | +119.6% | +122.3% | +162.9% |
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