+178.1%
EOG vs CAH
+392.8%
-214.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +1.0% | -5.1% | +6.1% | +2.0% |
| 30D | +2.8% | -1.8% | +4.6% | +3.1% |
| 3M | +5.9% | +9.4% | -3.5% | +3.8% |
| 6M | +17.1% | +9.2% | +7.8% | +14.5% |
| YTD | +43.9% | +15.7% | +28.3% | +38.2% |
| 1Y | +26.9% | +59.7% | -32.9% | +10.7% |
| 3Y | +23.6% | +178.5% | -154.9% | -14.9% |
| 5Y | +178.1% | +398.3% | -220.1% | +48.8% |
| All | +178.1% | +392.8% | -214.7% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling