+29.9%
COP vs EOG
+39.1%
-9.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.3% |
| 7D | +0.7% | +4.6% | -3.9% | -3.4% |
| 30D | +0.2% | +2.9% | -2.6% | -2.3% |
| 3M | +10.2% | +8.0% | +2.3% | +2.8% |
| 6M | +20.1% | +17.0% | +3.1% | +3.6% |
| YTD | +50.5% | +51.1% | -0.6% | +2.0% |
| 1Y | +56.8% | +45.1% | +11.7% | +10.4% |
| All | +29.9% | +39.1% | -9.2% | -4.1% |
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 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