+118.1%
COF vs EOG
+22.5%
+95.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -5.1% | +1.5% | -6.6% | -5.4% |
| 30D | -6.0% | +2.9% | -9.0% | -6.7% |
| 3M | +14.8% | +8.7% | +6.1% | +12.0% |
| 6M | +15.3% | +12.9% | +2.4% | +9.7% |
| YTD | -13.0% | +43.8% | -56.9% | -25.8% |
| 1Y | -5.7% | +27.1% | -32.8% | -14.9% |
| 3Y | +118.1% | +25.9% | +92.2% | +91.9% |
| All | +118.1% | +22.5% | +95.6% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling