+1,767.1%
CVS vs EOG
+8,150.5%
-6,383.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 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% | -10.2% |
| YTD | +16.0% | +55.6% | -39.5% | +8.2% |
| 1Y | +16.2% | +49.5% | -33.3% | +9.0% |
| 3Y | +47.6% | +43.2% | +4.4% | +38.1% |
| 5Y | +12.3% | +111.8% | -99.5% | -2.5% |
| 10Y | +62.4% | +140.4% | -78.0% | +30.1% |
| All | +1,767.1% | +8,150.5% | -6,383.3% | +875.1% |
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