+170.7%
XLE vs COR
+397.4%
-226.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | +12.6% | +1.5% | +11.1% | +11.9% |
| 3M | +11.8% | +18.7% | -6.9% | +5.3% |
| 6M | +16.1% | -9.0% | +25.1% | +18.6% |
| YTD | +46.9% | -3.3% | +50.2% | +46.1% |
| 1Y | +53.3% | +9.8% | +43.4% | +45.0% |
| 3Y | +54.9% | +87.4% | -32.4% | +16.5% |
| 5Y | +225.7% | +180.5% | +45.2% | +106.1% |
| 10Y | +170.7% | +398.1% | -227.5% | +49.2% |
| All | +170.7% | +397.4% | -226.7% | +49.2% |
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