+1,893.3%
CVS vs EOG
+7,424.5%
-5,531.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | -2.0% | +0.4% | -1.3% |
| 30D | +0.4% | +7.9% | -7.5% | -0.8% |
| 3M | -0.4% | +4.5% | -4.9% | -1.2% |
| 6M | +25.1% | +12.3% | +12.8% | +22.6% |
| YTD | +23.9% | +41.9% | -18.0% | +17.1% |
| 1Y | +41.1% | +27.8% | +13.2% | +35.3% |
| 3Y | +63.6% | +21.8% | +41.8% | +56.6% |
| 5Y | +31.5% | +174.0% | -142.5% | +9.7% |
| 10Y | +40.5% | +110.4% | -69.9% | +14.7% |
| All | +1,893.3% | +7,424.5% | -5,531.2% | +955.2% |
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