-3.6%
COST vs EOG
+24.8%
-28.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -3.1% | +1.3% | -4.4% | -3.3% |
| 30D | -2.8% | +8.2% | -11.0% | -3.6% |
| 3M | -5.7% | +3.8% | -9.5% | -6.4% |
| 6M | -8.8% | +15.3% | -24.1% | -9.7% |
| YTD | +6.7% | +41.7% | -35.0% | +4.1% |
| 1Y | -3.6% | +23.6% | -27.2% | -8.6% |
| All | -3.6% | +24.8% | -28.4% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling