+82.5%
XOP vs COR
+2,405.9%
-2,323.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | +0.1% |
| 7D | +2.6% | +2.8% | -0.2% | +1.2% |
| 30D | +15.4% | +4.5% | +10.9% | +12.8% |
| 3M | +12.1% | +22.7% | -10.6% | +0.8% |
| 6M | +19.7% | -9.7% | +29.4% | +23.6% |
| YTD | +52.4% | -1.4% | +53.8% | +49.4% |
| 1Y | +47.6% | +13.9% | +33.6% | +33.4% |
| 3Y | +34.4% | +94.0% | -59.6% | -11.7% |
| 5Y | +154.4% | +184.0% | -29.6% | +34.1% |
| 10Y | +54.7% | +406.8% | -352.1% | -45.1% |
| All | +82.5% | +2,405.9% | -2,323.3% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling