+247.9%
CB vs EOG
+136.8%
+111.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | 0.0% | +7.4% | -7.4% | -1.5% |
| 30D | +7.4% | +2.3% | +5.1% | +6.7% |
| 3M | +8.6% | +9.5% | -0.8% | +6.2% |
| 6M | +16.1% | +17.7% | -1.5% | +11.4% |
| YTD | +20.2% | +52.9% | -32.7% | +8.2% |
| 1Y | +27.2% | +47.7% | -20.5% | +15.3% |
| 3Y | +72.7% | +41.1% | +31.6% | +55.8% |
| 5Y | +105.9% | +108.2% | -2.3% | +63.5% |
| All | +247.9% | +136.8% | +111.1% | +134.5% |
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