+312.4%
COR vs ABCL
-81.2%
+393.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +2.9% |
| 7D | +7.8% | -3.3% | +11.1% | +7.8% |
| 30D | +7.0% | -7.1% | +14.1% | +6.9% |
| 3M | +16.3% | +4.7% | +11.5% | +16.4% |
| 6M | +41.3% | +140.9% | -99.6% | +43.1% |
| YTD | +7.1% | +236.0% | -228.8% | +8.8% |
| 1Y | -0.8% | +217.4% | -218.2% | +0.7% |
| 3Y | +85.0% | +188.7% | -103.7% | +88.2% |
| 5Y | +203.9% | -23.5% | +227.4% | +209.9% |
| All | +312.4% | -81.2% | +393.6% | +330.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling