+119.0%
EOG vs COR
+405.5%
-286.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +1.0% | -4.8% | +5.9% | +2.6% |
| 30D | +2.8% | -3.7% | +6.5% | +3.9% |
| 3M | +5.9% | +14.3% | -8.4% | +1.2% |
| 6M | +17.1% | -8.5% | +25.5% | +19.3% |
| YTD | +43.9% | -4.4% | +48.3% | +43.6% |
| 1Y | +26.9% | +9.1% | +17.7% | +20.2% |
| 3Y | +23.6% | +85.2% | -61.6% | -7.0% |
| 5Y | +178.1% | +180.7% | -2.5% | +76.1% |
| All | +119.0% | +405.5% | -286.5% | +23.5% |
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