+36.2%
OXY vs COR
+9.0%
+27.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.8% | -2.8% | +5.7% | +3.1% |
| 30D | +5.5% | +2.6% | +2.9% | +5.1% |
| 3M | +11.3% | +14.5% | -3.2% | +9.9% |
| 6M | +11.6% | -7.8% | +19.4% | +10.4% |
| YTD | +51.6% | -4.2% | +55.8% | +50.8% |
| 1Y | +36.2% | +7.0% | +29.2% | +32.5% |
| All | +36.2% | +9.0% | +27.2% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling