+242.0%
COF vs EOG
+121.1%
+120.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -5.1% | +1.5% | -6.6% | -5.7% |
| 30D | -6.0% | +2.9% | -9.0% | -7.3% |
| 3M | +14.8% | +8.7% | +6.1% | +9.7% |
| 6M | +15.3% | +12.9% | +2.4% | +7.1% |
| YTD | -13.0% | +43.8% | -56.9% | -27.8% |
| 1Y | -5.7% | +27.1% | -32.8% | -17.6% |
| 3Y | +118.1% | +25.9% | +92.2% | +88.4% |
| 5Y | +46.2% | +177.9% | -131.7% | -17.3% |
| All | +242.0% | +121.1% | +120.9% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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