+44.2%
EOG vs COR
+5.5%
+38.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.0% | -9.2% | -5.3% |
| 7D | -8.6% | +9.1% | -17.8% | -8.9% |
| 30D | +2.8% | +12.4% | -9.7% | +2.2% |
| 3M | +3.2% | +15.8% | -12.6% | +2.6% |
| 6M | +5.3% | +17.1% | -11.7% | +4.9% |
| YTD | +44.5% | +5.4% | +39.1% | +41.1% |
| 1Y | +44.2% | +3.5% | +40.6% | +41.0% |
| All | +44.2% | +5.5% | +38.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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