+68.0%
COST vs EOG
+22.6%
+45.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -2.5% | +1.0% | -3.5% | -2.6% |
| 30D | -4.4% | +2.8% | -7.3% | -4.7% |
| 3M | -8.1% | +5.9% | -14.0% | -8.7% |
| 6M | -9.2% | +17.1% | -26.3% | -10.4% |
| YTD | +5.1% | +43.9% | -38.8% | +2.2% |
| 1Y | -5.1% | +26.9% | -32.0% | -7.0% |
| All | +68.0% | +22.6% | +45.4% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling