+50.3%
XOP vs COR
+469.4%
-419.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | +5.2% | +2.9% | +2.3% | +4.0% |
| 30D | -8.4% | +5.8% | -14.2% | -10.6% |
| 3M | +2.9% | +11.4% | -8.5% | -1.7% |
| 6M | +8.8% | +34.5% | -25.6% | -3.9% |
| YTD | +46.9% | +4.1% | +42.8% | +41.4% |
| 1Y | +41.5% | -3.1% | +44.6% | +40.1% |
| 3Y | +43.1% | +80.9% | -37.7% | +3.5% |
| 5Y | +92.2% | +195.1% | -102.9% | +8.0% |
| All | +50.3% | +469.4% | -419.1% | -35.0% |
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 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