+1.5%
CARR vs EOG
+22.5%
-21.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.8% | +1.5% | -5.3% | -3.9% |
| 30D | -8.9% | +2.9% | -11.9% | -9.3% |
| 3M | -17.3% | +8.7% | -26.0% | -18.5% |
| 6M | -1.4% | +12.9% | -14.3% | -4.8% |
| YTD | +10.0% | +43.8% | -33.8% | -1.3% |
| 1Y | -6.4% | +27.1% | -33.4% | -12.9% |
| 3Y | +1.5% | +25.9% | -24.4% | -7.6% |
| All | +1.5% | +22.5% | -21.0% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 3y: compounded portfolio wealth divided by compounded EOG 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…
3y analysis · Full analysis span regression · 6 months rolling