+29.1%
ABNB vs COR
+301.7%
-272.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.4% | +3.0% |
| 7D | -1.7% | +7.6% | -9.3% | -2.1% |
| 30D | +11.8% | +6.8% | +5.0% | +11.4% |
| 3M | +0.9% | +16.0% | -15.1% | +0.2% |
| 6M | +40.5% | +41.0% | -0.6% | +38.4% |
| YTD | +37.6% | +6.9% | +30.7% | +37.0% |
| 1Y | +54.1% | -1.0% | +55.1% | +54.1% |
| 3Y | +56.8% | +84.6% | -27.9% | +45.8% |
| 5Y | -9.6% | +203.3% | -212.9% | -23.9% |
| All | +29.1% | +301.7% | -272.6% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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