+52.6%
XOM vs COR
+5.5%
+47.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.0% | -8.6% | -4.7% |
| 7D | -7.0% | +9.1% | -16.1% | -7.4% |
| 30D | +3.2% | +12.4% | -9.2% | +2.6% |
| 3M | +10.7% | +15.8% | -5.1% | +9.8% |
| 6M | +11.6% | +17.1% | -5.5% | +11.0% |
| YTD | +43.5% | +5.4% | +38.0% | +42.6% |
| 1Y | +52.6% | +3.5% | +49.1% | +51.9% |
| All | +52.6% | +5.5% | +47.1% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling