+7,100.1%
CB vs EOG
+4,695.5%
+2,404.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -1.5% | -6.0% | +4.5% | -0.3% |
| 30D | +6.5% | +0.9% | +5.7% | +6.2% |
| 3M | +4.1% | +10.9% | -6.8% | +1.6% |
| 6M | +14.4% | +15.8% | -1.4% | +10.4% |
| YTD | +17.5% | +45.8% | -28.3% | +7.7% |
| 1Y | +27.5% | +45.3% | -17.7% | +16.9% |
| 3Y | +71.6% | +36.2% | +35.4% | +57.3% |
| 5Y | +100.6% | +94.0% | +6.7% | +66.2% |
| 10Y | +243.0% | +120.5% | +122.5% | +153.6% |
| All | +7,100.1% | +4,695.5% | +2,404.6% | +3,110.9% |
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