+176.4%
EOG vs COR
+180.2%
-3.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -1.3% | -3.9% | +2.6% | -0.6% |
| 30D | +3.4% | -0.3% | +3.7% | +3.4% |
| 3M | +7.8% | +15.9% | -8.0% | +4.7% |
| 6M | +13.4% | -10.3% | +23.6% | +15.3% |
| YTD | +43.5% | -3.7% | +47.2% | +43.1% |
| 1Y | +29.7% | +9.1% | +20.6% | +24.5% |
| 3Y | +23.2% | +86.6% | -63.4% | -9.5% |
| 5Y | +176.4% | +180.9% | -4.5% | +53.3% |
| All | +176.4% | +180.2% | -3.8% | +53.3% |
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