+6.4%
OXY vs COR
+406.5%
-400.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.8% | -2.8% | +5.7% | +3.9% |
| 30D | +5.5% | +2.6% | +2.9% | +4.4% |
| 3M | +11.3% | +14.5% | -3.2% | +5.5% |
| 6M | +11.6% | -7.8% | +19.4% | +13.8% |
| YTD | +51.6% | -4.2% | +55.8% | +51.4% |
| 1Y | +36.2% | +7.0% | +29.2% | +29.5% |
| 3Y | +1.7% | +85.5% | -83.8% | -26.7% |
| 5Y | +164.5% | +181.2% | -16.7% | +56.2% |
| All | +6.4% | +406.5% | -400.1% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling