+338.5%
COP vs EOG
+121.1%
+217.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +2.3% | +1.5% | +0.8% | +1.1% |
| 30D | +8.6% | +2.9% | +5.7% | +6.1% |
| 3M | +19.9% | +8.7% | +11.1% | +11.7% |
| 6M | +19.0% | +12.9% | +6.1% | +7.7% |
| YTD | +50.0% | +43.8% | +6.1% | +11.2% |
| 1Y | +50.5% | +27.1% | +23.4% | +23.7% |
| 3Y | +25.2% | +25.9% | -0.7% | +3.8% |
| 5Y | +194.3% | +177.9% | +16.3% | +28.5% |
| All | +338.5% | +121.1% | +217.4% | +92.1% |
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