+54.8%
XOP vs COR
+405.5%
-350.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | +1.6% | -4.8% | +6.5% | +3.5% |
| 30D | +9.6% | -3.7% | +13.3% | +10.9% |
| 3M | +16.9% | +14.3% | +2.6% | +10.7% |
| 6M | +24.0% | -8.5% | +32.5% | +26.7% |
| YTD | +56.2% | -4.4% | +60.6% | +55.9% |
| 1Y | +51.8% | +9.1% | +42.7% | +42.7% |
| 3Y | +37.0% | +85.2% | -48.2% | -1.1% |
| 5Y | +163.4% | +180.7% | -17.3% | +55.6% |
| All | +54.8% | +405.5% | -350.7% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling