+20.8%
COP vs EOG
+21.8%
-1.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -0.8% | -2.0% | +1.2% | +1.0% |
| 30D | +15.6% | +7.9% | +7.7% | +7.8% |
| 3M | +14.3% | +4.5% | +9.9% | +9.4% |
| 6M | +17.0% | +12.3% | +4.7% | +4.6% |
| YTD | +47.4% | +41.9% | +5.6% | +6.0% |
| 1Y | +52.4% | +27.8% | +24.6% | +20.7% |
| 3Y | +20.8% | +21.8% | -1.0% | -0.6% |
| All | +20.8% | +21.8% | -1.0% | -0.6% |
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