+71.8%
CB vs EOG
+26.6%
+45.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.9% |
| 7D | +0.2% | -11.1% | +11.4% | +1.4% |
| 30D | +9.1% | +2.7% | +6.3% | +8.6% |
| 3M | +3.4% | +8.8% | -5.3% | +2.2% |
| 6M | +14.1% | +10.8% | +3.3% | +12.4% |
| YTD | +18.0% | +44.6% | -26.6% | +12.3% |
| 1Y | +30.1% | +44.6% | -14.4% | +23.7% |
| 3Y | +71.8% | +29.5% | +42.3% | +65.0% |
| All | +71.8% | +26.6% | +45.1% | +65.0% |
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