+7,131.2%
CB vs EOG
+4,653.5%
+2,477.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | +0.2% | -11.1% | +11.4% | +2.6% |
| 30D | +9.1% | +2.7% | +6.3% | +8.3% |
| 3M | +3.4% | +8.8% | -5.3% | +1.3% |
| 6M | +14.1% | +10.8% | +3.3% | +11.1% |
| YTD | +18.0% | +44.6% | -26.6% | +8.3% |
| 1Y | +30.1% | +44.6% | -14.4% | +19.3% |
| 3Y | +71.8% | +29.5% | +42.3% | +59.1% |
| 5Y | +101.8% | +96.3% | +5.5% | +66.8% |
| 10Y | +252.1% | +122.4% | +129.7% | +160.0% |
| All | +7,131.2% | +4,653.5% | +2,477.7% | +3,130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling