+44.6%
COP vs EOG
+24.8%
+19.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.6% |
| 7D | +3.0% | +1.3% | +1.7% | +1.8% |
| 30D | +17.5% | +8.2% | +9.3% | +9.3% |
| 3M | +13.4% | +3.8% | +9.5% | +9.0% |
| 6M | +17.7% | +15.3% | +2.4% | +2.2% |
| YTD | +46.6% | +41.7% | +4.9% | +3.2% |
| 1Y | +44.6% | +23.6% | +21.1% | +16.9% |
| All | +44.6% | +24.8% | +19.8% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling