+1,274.1%
OXY vs COR
+19,078.6%
-17,804.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.1% |
| 7D | +4.2% | +7.8% | -3.6% | +2.3% |
| 30D | -4.3% | +7.0% | -11.3% | -6.1% |
| 3M | +2.3% | +16.3% | -14.0% | -1.6% |
| 6M | +5.5% | +41.3% | -35.7% | -3.4% |
| YTD | +44.9% | +7.1% | +37.7% | +40.7% |
| 1Y | +42.6% | -0.8% | +43.4% | +41.0% |
| 3Y | +0.7% | +85.0% | -84.2% | -16.0% |
| 5Y | +96.9% | +203.9% | -107.0% | +44.8% |
| 10Y | +18.8% | +510.3% | -491.5% | -25.7% |
| All | +1,274.1% | +19,078.6% | -17,804.5% | +453.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling