+14.4%
COF vs EOG
+11.8%
+2.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -0.9% |
| 7D | -2.7% | -1.3% | -1.3% | -3.2% |
| 30D | -3.4% | +3.4% | -6.7% | -1.7% |
| 3M | +15.4% | +7.8% | +7.6% | +20.7% |
| 6M | +14.4% | +13.4% | +1.1% | +22.5% |
| All | +14.4% | +11.8% | +2.6% | +22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling