+4,615.1%
COP vs EOG
+7,913.4%
-3,298.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.9% |
| 7D | +0.7% | +4.6% | -3.9% | -1.8% |
| 30D | +0.2% | +2.9% | -2.6% | -1.2% |
| 3M | +10.2% | +8.0% | +2.3% | +6.0% |
| 6M | +20.1% | +17.0% | +3.1% | +10.7% |
| YTD | +50.5% | +51.1% | -0.6% | +21.2% |
| 1Y | +56.8% | +45.1% | +11.7% | +29.2% |
| 3Y | +30.3% | +39.4% | -9.2% | +11.0% |
| 5Y | +126.8% | +105.6% | +21.2% | +60.8% |
| 10Y | +325.0% | +133.5% | +191.5% | +178.3% |
| All | +4,615.1% | +7,913.4% | -3,298.3% | +846.3% |
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