+166.2%
EOG vs COPX
+163.4%
+2.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.5% | -2.3% | +3.8% | +2.0% |
| 30D | +2.9% | +0.3% | +2.7% | +2.6% |
| 3M | +8.7% | +6.8% | +1.9% | +5.6% |
| 6M | +12.9% | +7.9% | +5.0% | +6.9% |
| YTD | +43.8% | +23.7% | +20.1% | +26.7% |
| 1Y | +27.1% | +71.5% | -44.5% | -3.4% |
| 3Y | +25.9% | +149.1% | -123.2% | -24.2% |
| All | +166.2% | +163.4% | +2.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling