+264.7%
XOM vs COR
+179.1%
+85.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +1.9% | -4.8% | +6.7% | +2.8% |
| 30D | +4.1% | -3.7% | +7.8% | +4.7% |
| 3M | +10.4% | +14.3% | -3.9% | +7.6% |
| 6M | +13.0% | -8.5% | +21.5% | +14.5% |
| YTD | +40.1% | -4.4% | +44.5% | +40.2% |
| 1Y | +51.1% | +9.1% | +42.0% | +45.8% |
| 3Y | +57.7% | +85.2% | -27.5% | +23.7% |
| 5Y | +264.7% | +180.7% | +84.1% | +131.5% |
| All | +264.7% | +179.1% | +85.6% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling