+137.1%
EOG vs COR
+485.1%
-348.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.0% | +0.8% |
| 7D | +7.6% | +7.6% | 0.0% | +5.0% |
| 30D | +3.4% | +6.8% | -3.4% | +0.9% |
| 3M | +12.7% | +16.0% | -3.3% | +6.9% |
| 6M | +19.0% | +41.0% | -22.0% | +5.3% |
| YTD | +55.6% | +6.9% | +48.6% | +49.1% |
| 1Y | +49.5% | -1.0% | +50.5% | +47.2% |
| 3Y | +43.2% | +84.6% | -41.5% | +6.8% |
| 5Y | +111.8% | +203.3% | -91.4% | +26.2% |
| All | +137.1% | +485.1% | -348.0% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling