+5,625.4%
COF vs EOG
+4,292.2%
+1,333.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.9% |
| 7D | -2.7% | -1.3% | -1.3% | -2.2% |
| 30D | -3.4% | +3.4% | -6.7% | -4.7% |
| 3M | +15.4% | +7.8% | +7.6% | +11.0% |
| 6M | +14.4% | +13.4% | +1.1% | +7.0% |
| YTD | -12.0% | +43.5% | -55.5% | -25.1% |
| 1Y | -3.7% | +29.7% | -33.4% | -15.1% |
| 3Y | +121.1% | +23.2% | +97.9% | +96.5% |
| 5Y | +47.8% | +176.4% | -128.6% | -7.1% |
| 10Y | +250.3% | +119.1% | +131.2% | +116.8% |
| All | +5,625.4% | +4,292.2% | +1,333.2% | +1,452.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling