+193.3%
COP vs EOG
+179.2%
+14.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.1% |
| 7D | -0.5% | -1.3% | +0.8% | +0.6% |
| 30D | +11.7% | +3.4% | +8.3% | +8.5% |
| 3M | +17.7% | +7.8% | +9.8% | +9.9% |
| 6M | +18.3% | +13.4% | +5.0% | +5.8% |
| YTD | +49.1% | +43.5% | +5.6% | +8.5% |
| 1Y | +53.3% | +29.7% | +23.6% | +22.0% |
| 3Y | +22.2% | +23.2% | -1.0% | +1.4% |
| 5Y | +193.3% | +176.4% | +16.9% | +36.1% |
| All | +193.3% | +179.2% | +14.1% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling