+47.6%
XOP vs COR
+12.8%
+34.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.7% |
| 7D | +2.6% | +2.8% | -0.2% | +2.4% |
| 30D | +15.4% | +4.5% | +10.9% | +15.1% |
| 3M | +12.1% | +22.7% | -10.6% | +10.5% |
| 6M | +19.7% | -9.7% | +29.4% | +17.3% |
| YTD | +52.4% | -1.4% | +53.8% | +50.5% |
| 1Y | +47.6% | +13.9% | +33.6% | +43.8% |
| All | +47.6% | +12.8% | +34.7% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling