+4,766.3%
COP vs EOG
+8,150.5%
-3,384.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.6% |
| 7D | +4.4% | +7.6% | -3.2% | +0.3% |
| 30D | 0.0% | +3.4% | -3.4% | -1.7% |
| 3M | +15.0% | +12.7% | +2.3% | +8.1% |
| 6M | +22.0% | +19.0% | +3.0% | +11.4% |
| YTD | +55.3% | +55.6% | -0.2% | +23.1% |
| 1Y | +64.1% | +49.5% | +14.6% | +33.0% |
| 3Y | +34.1% | +43.2% | -9.1% | +12.6% |
| 5Y | +133.4% | +111.8% | +21.5% | +62.8% |
| 10Y | +338.6% | +140.4% | +198.2% | +182.8% |
| All | +4,766.3% | +8,150.5% | -3,384.2% | +861.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling