+11,573.1%
COST vs EOG
+7,509.9%
+4,063.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -5.3% | +3.4% | -8.6% | -5.6% |
| 3M | -6.7% | +7.8% | -14.5% | -7.6% |
| 6M | -9.9% | +13.4% | -23.3% | -11.4% |
| YTD | +5.1% | +43.5% | -38.4% | +0.6% |
| 1Y | -7.3% | +29.7% | -37.0% | -10.3% |
| 3Y | +70.4% | +23.2% | +47.2% | +64.5% |
| 5Y | +104.4% | +176.4% | -72.0% | +77.1% |
| 10Y | +609.0% | +119.1% | +489.9% | +496.9% |
| All | +11,573.1% | +7,509.9% | +4,063.3% | +5,595.9% |
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