+1,024.7%
XLE vs COR
+6,869.1%
-5,844.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | +2.2% | +2.8% | -0.6% | +1.5% |
| 30D | +11.8% | +4.5% | +7.2% | +10.4% |
| 3M | +9.8% | +22.7% | -12.8% | +3.9% |
| 6M | +15.6% | -9.7% | +25.3% | +17.7% |
| YTD | +45.3% | -1.4% | +46.7% | +44.1% |
| 1Y | +48.3% | +13.9% | +34.4% | +41.2% |
| 3Y | +55.4% | +94.0% | -38.5% | +26.6% |
| 5Y | +216.1% | +184.0% | +32.1% | +131.5% |
| 10Y | +178.4% | +406.8% | -228.4% | +72.0% |
| All | +1,024.7% | +6,869.1% | -5,844.4% | +354.5% |
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 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