+35.9%
XOP vs COR
+87.4%
-51.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.7% |
| 7D | +0.6% | -1.9% | +2.5% | +0.6% |
| 30D | +16.5% | +1.5% | +15.0% | +16.5% |
| 3M | +15.7% | +18.7% | -3.0% | +15.5% |
| 6M | +19.2% | -9.0% | +28.2% | +17.9% |
| YTD | +55.0% | -3.3% | +58.2% | +54.0% |
| 1Y | +54.2% | +9.8% | +44.3% | +54.1% |
| 3Y | +35.9% | +87.4% | -51.5% | +36.0% |
| All | +35.9% | +87.4% | -51.6% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling