+14.0%
XOM vs COR
+39.0%
-24.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -3.7% |
| 3M | +8.2% | +16.3% | -8.0% | +7.2% |
| 6M | +14.0% | +41.3% | -27.2% | +11.7% |
| All | +14.0% | +39.0% | -24.9% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling