+201.2%
ABT vs COR
+405.5%
-204.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | -5.0% | -4.8% | -0.2% | -3.5% |
| 30D | -5.8% | -3.7% | -2.1% | -4.8% |
| 3M | +16.7% | +14.3% | +2.4% | +11.7% |
| 6M | -5.2% | -8.5% | +3.2% | -3.3% |
| YTD | -16.0% | -4.4% | -11.6% | -15.7% |
| 1Y | -18.3% | +9.1% | -27.4% | -21.7% |
| 3Y | +9.2% | +85.2% | -76.0% | -13.1% |
| 5Y | -11.6% | +180.7% | -192.2% | -39.3% |
| All | +201.2% | +405.5% | -204.3% | +77.8% |
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