+101.0%
CB vs EOG
+173.1%
-72.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | -3.1% | +8.2% | -11.3% | -4.4% |
| 3M | +9.0% | +3.8% | +5.1% | +8.0% |
| 6M | +2.9% | +15.3% | -12.5% | 0.0% |
| YTD | +10.1% | +41.7% | -31.6% | +3.3% |
| 1Y | +22.8% | +23.6% | -0.8% | +17.8% |
| 3Y | +73.8% | +23.3% | +50.5% | +64.8% |
| All | +101.0% | +173.1% | -72.1% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling