+17.3%
OXY vs COR
+486.2%
-468.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.5% |
| 7D | +4.2% | +7.8% | -3.6% | +1.2% |
| 30D | -4.3% | +7.0% | -11.3% | -7.1% |
| 3M | +2.3% | +16.3% | -14.0% | -4.0% |
| 6M | +5.5% | +41.3% | -35.7% | -8.7% |
| YTD | +44.9% | +7.1% | +37.7% | +37.9% |
| 1Y | +42.6% | -0.8% | +43.4% | +40.1% |
| 3Y | +0.7% | +85.0% | -84.2% | -28.3% |
| 5Y | +96.9% | +203.9% | -107.0% | +7.9% |
| All | +17.3% | +486.2% | -468.9% | -48.9% |
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