+216.8%
CB vs EOG
+110.9%
+105.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -0.6% | -2.0% | +1.4% | -0.2% |
| 30D | -3.9% | +7.9% | -11.8% | -5.6% |
| 3M | +4.9% | +4.5% | +0.4% | +3.6% |
| 6M | +3.3% | +12.3% | -9.0% | 0.0% |
| YTD | +8.5% | +41.9% | -33.4% | -0.4% |
| 1Y | +22.1% | +27.8% | -5.8% | +14.5% |
| 3Y | +70.1% | +21.8% | +48.3% | +58.7% |
| 5Y | +97.4% | +174.0% | -76.6% | +45.9% |
| 10Y | +216.8% | +110.4% | +106.5% | +116.1% |
| All | +216.8% | +110.9% | +105.9% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling