+296.4%
COR vs ABCL
-79.5%
+375.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.6% | +3.7% |
| 7D | +2.3% | +12.4% | -10.1% | +2.5% |
| 30D | +6.8% | -0.4% | +7.1% | +6.8% |
| 3M | +8.1% | +80.4% | -72.3% | +9.0% |
| 6M | +33.0% | +138.5% | -105.6% | +34.7% |
| YTD | +3.0% | +265.5% | -262.5% | +4.7% |
| 1Y | -3.4% | +219.7% | -223.1% | -1.9% |
| 3Y | +80.1% | +209.4% | -129.3% | +83.5% |
| 5Y | +194.7% | -15.0% | +209.8% | +200.9% |
| All | +296.4% | -79.5% | +375.9% | +314.5% |
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