+4,492.0%
COP vs EOG
+7,415.7%
-2,923.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | +3.0% | +1.3% | +1.7% | +2.3% |
| 30D | +17.5% | +8.2% | +9.3% | +12.6% |
| 3M | +13.4% | +3.8% | +9.5% | +11.2% |
| 6M | +17.7% | +15.3% | +2.4% | +9.3% |
| YTD | +46.6% | +41.7% | +4.9% | +22.0% |
| 1Y | +44.6% | +23.6% | +21.1% | +29.8% |
| 3Y | +20.7% | +23.3% | -2.6% | +9.7% |
| 5Y | +185.0% | +170.4% | +14.6% | +75.8% |
| 10Y | +347.0% | +125.5% | +221.5% | +198.6% |
| All | +4,492.0% | +7,415.7% | -2,923.7% | +852.1% |
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 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