+105.6%
EOG vs COR
+197.2%
-91.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +4.6% | -1.2% | +5.7% | +4.7% |
| 30D | +2.9% | +7.6% | -4.8% | +1.4% |
| 3M | +8.0% | +5.0% | +3.0% | +6.8% |
| 6M | +17.0% | +35.3% | -18.3% | +10.5% |
| YTD | +51.1% | +4.2% | +46.9% | +48.4% |
| 1Y | +45.1% | -3.4% | +48.5% | +45.0% |
| 3Y | +39.4% | +81.1% | -41.7% | +8.1% |
| 5Y | +105.6% | +195.8% | -90.2% | +11.0% |
| All | +105.6% | +197.2% | -91.6% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling