+160.6%
XOP vs COR
+180.2%
-19.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.0% | -3.9% | +4.8% | +1.8% |
| 30D | +10.8% | -0.3% | +11.2% | +10.8% |
| 3M | +19.5% | +15.9% | +3.6% | +15.4% |
| 6M | +21.6% | -10.3% | +31.8% | +23.9% |
| YTD | +55.8% | -3.7% | +59.5% | +55.5% |
| 1Y | +54.6% | +9.1% | +45.6% | +48.3% |
| 3Y | +36.6% | +86.6% | -49.9% | -0.5% |
| 5Y | +160.6% | +180.9% | -20.3% | +41.3% |
| All | +160.6% | +180.2% | -19.6% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling