+988.3%
XLE vs COR
+6,924.1%
-5,935.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -12.0% | +0.8% | -12.8% | -12.3% |
| 30D | -2.7% | +5.1% | -7.9% | -4.1% |
| 3M | +6.6% | +2.8% | +3.7% | +5.5% |
| 6M | +9.5% | +32.5% | -23.0% | +1.3% |
| YTD | +40.6% | -0.7% | +41.2% | +38.8% |
| 1Y | +43.6% | -6.7% | +50.3% | +44.1% |
| 3Y | +58.1% | +73.7% | -15.6% | +32.5% |
| 5Y | +152.2% | +177.9% | -25.7% | +85.4% |
| 10Y | +172.9% | +533.8% | -360.8% | +60.5% |
| All | +988.3% | +6,924.1% | -5,935.8% | +338.0% |
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