+11.5%
ABT vs COR
+87.4%
-75.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.1% |
| 7D | -3.1% | -1.9% | -1.2% | -2.6% |
| 30D | -2.1% | +1.5% | -3.6% | -2.7% |
| 3M | +17.4% | +18.7% | -1.3% | +12.2% |
| 6M | -2.4% | -9.0% | +6.6% | -0.7% |
| YTD | -14.2% | -3.3% | -10.9% | -14.3% |
| 1Y | -18.3% | +9.8% | -28.2% | -21.4% |
| 3Y | +11.5% | +87.4% | -75.8% | -2.3% |
| All | +11.5% | +87.4% | -75.9% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling