+2,430.9%
XOM vs COR
+17,545.2%
-15,114.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | +1.8% | +2.8% | -1.0% | +1.2% |
| 30D | +5.9% | +4.5% | +1.3% | +4.9% |
| 3M | +5.6% | +22.7% | -17.1% | +1.3% |
| 6M | +7.9% | -9.7% | +17.6% | +9.4% |
| YTD | +35.2% | -1.4% | +36.6% | +34.4% |
| 1Y | +46.0% | +13.9% | +32.1% | +40.7% |
| 3Y | +55.0% | +94.0% | -38.9% | +33.1% |
| 5Y | +246.3% | +184.0% | +62.3% | +174.6% |
| 10Y | +181.0% | +406.8% | -225.8% | +95.6% |
| All | +2,430.9% | +17,545.2% | -15,114.3% | +1,082.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling