+1,312.0%
OXY vs COR
+17,211.5%
-15,899.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | -0.5% | -1.9% | +1.4% | 0.0% |
| 30D | +8.5% | +1.5% | +7.0% | +8.0% |
| 3M | +6.0% | +18.7% | -12.7% | +1.5% |
| 6M | +13.0% | -9.0% | +22.0% | +14.8% |
| YTD | +48.9% | -3.3% | +52.2% | +48.5% |
| 1Y | +36.4% | +9.8% | +26.6% | +31.6% |
| 3Y | -2.3% | +87.4% | -89.6% | -18.8% |
| 5Y | +160.6% | +180.5% | -19.9% | +95.8% |
| 10Y | +2.0% | +398.1% | -396.2% | -33.5% |
| All | +1,312.0% | +17,211.5% | -15,899.4% | +484.4% |
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