+13.0%
CVS vs EOG
+112.7%
-99.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +6.6% | +7.6% | -1.0% | +5.4% |
| 30D | -0.4% | +3.4% | -3.8% | -0.9% |
| 3M | -5.3% | +12.7% | -18.0% | -6.9% |
| 6M | -7.7% | +19.0% | -26.7% | -10.1% |
| YTD | +16.0% | +55.6% | -39.5% | +8.3% |
| 1Y | +16.2% | +49.5% | -33.3% | +9.0% |
| 3Y | +47.6% | +43.2% | +4.4% | +38.1% |
| All | +13.0% | +112.7% | -99.8% | -0.7% |
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