+2,607.4%
XOM vs COR
+19,078.6%
-16,471.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.1% |
| 7D | +2.8% | +7.8% | -5.0% | +1.3% |
| 30D | -3.6% | +7.0% | -10.6% | -5.0% |
| 3M | +8.2% | +16.3% | -8.0% | +4.9% |
| 6M | +14.0% | +41.3% | -27.2% | +6.2% |
| YTD | +44.6% | +7.1% | +37.5% | +41.2% |
| 1Y | +47.8% | -0.8% | +48.6% | +46.4% |
| 3Y | +79.6% | +85.0% | -5.4% | +55.5% |
| 5Y | +214.3% | +203.9% | +10.4% | +145.6% |
| 10Y | +204.0% | +510.3% | -306.2% | +105.0% |
| All | +2,607.4% | +19,078.6% | -16,471.2% | +1,141.6% |
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