+118.9%
EOG vs CAH
+294.8%
-176.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.5% | -5.1% | +6.6% | +3.4% |
| 30D | +2.9% | +0.2% | +2.8% | +2.7% |
| 3M | +8.7% | +6.3% | +2.4% | +6.0% |
| 6M | +12.9% | +9.4% | +3.5% | +8.4% |
| YTD | +43.8% | +15.0% | +28.9% | +34.6% |
| 1Y | +27.1% | +55.4% | -28.4% | +4.7% |
| 3Y | +25.9% | +173.8% | -147.9% | -20.5% |
| 5Y | +177.9% | +395.2% | -217.3% | +32.7% |
| All | +118.9% | +294.8% | -176.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling