+279.4%
COR vs ABCL
-81.3%
+360.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.9% |
| 7D | +2.8% | +0.7% | +2.1% | +2.8% |
| 30D | +4.5% | +93.1% | -88.5% | +5.5% |
| 3M | +22.7% | +79.4% | -56.8% | +23.7% |
| 6M | -9.7% | +214.9% | -224.6% | -8.4% |
| YTD | -1.4% | +234.2% | -235.6% | 0.0% |
| 1Y | +13.9% | +174.8% | -160.8% | +15.5% |
| 3Y | +94.0% | +104.5% | -10.5% | +97.3% |
| 5Y | +184.0% | -39.0% | +223.0% | +189.1% |
| All | +279.4% | -81.3% | +360.7% | +296.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling