+191.6%
XOM vs COR
+405.5%
-213.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +1.9% | -4.8% | +6.7% | +3.3% |
| 30D | +4.1% | -3.7% | +7.8% | +5.1% |
| 3M | +10.4% | +14.3% | -3.9% | +6.1% |
| 6M | +13.0% | -8.5% | +21.5% | +14.9% |
| YTD | +40.1% | -4.4% | +44.5% | +40.0% |
| 1Y | +51.1% | +9.1% | +42.0% | +44.5% |
| 3Y | +57.7% | +85.2% | -27.5% | +24.5% |
| 5Y | +264.7% | +180.7% | +84.1% | +148.1% |
| All | +191.6% | +405.5% | -213.9% | +77.7% |
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