+79.6%
XOM vs COR
+86.2%
-6.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.4% |
| 7D | +2.8% | +7.8% | -5.0% | +2.6% |
| 30D | -3.6% | +7.0% | -10.6% | -3.8% |
| 3M | +8.2% | +16.3% | -8.0% | +7.7% |
| 6M | +14.0% | +41.3% | -27.2% | +12.7% |
| YTD | +44.6% | +7.1% | +37.5% | +43.7% |
| 1Y | +47.8% | -0.8% | +48.6% | +47.0% |
| 3Y | +79.6% | +85.0% | -5.4% | +75.1% |
| All | +79.6% | +86.2% | -6.6% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling