+163.2%
OXY vs COR
+179.1%
-15.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | +1.4% | -4.8% | +6.2% | +2.4% |
| 30D | +4.0% | -3.7% | +7.7% | +4.8% |
| 3M | +7.6% | +14.3% | -6.7% | +4.4% |
| 6M | +16.2% | -8.5% | +24.7% | +17.9% |
| YTD | +50.8% | -4.4% | +55.2% | +51.0% |
| 1Y | +34.7% | +9.1% | +25.6% | +29.6% |
| 3Y | -1.0% | +85.2% | -86.2% | -28.6% |
| 5Y | +163.2% | +180.7% | -17.5% | +40.7% |
| All | +163.2% | +179.1% | -15.9% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling