-9.4%
ABT vs COR
+180.2%
-189.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -4.7% | -3.9% | -0.9% | -3.6% |
| 30D | -3.1% | -0.3% | -2.8% | -3.2% |
| 3M | +16.1% | +15.9% | +0.3% | +10.9% |
| 6M | -5.3% | -10.3% | +4.9% | -2.8% |
| YTD | -14.4% | -3.7% | -10.7% | -14.4% |
| 1Y | -18.4% | +9.1% | -27.5% | -21.9% |
| 3Y | +11.2% | +86.6% | -75.4% | -13.4% |
| 5Y | -9.4% | +180.9% | -190.3% | -40.0% |
| All | -9.4% | +180.2% | -189.6% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling