+7,617.4%
EOG vs CAH
+14,665.6%
-7,048.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.8% |
| 7D | -2.0% | +0.5% | -2.5% | -2.2% |
| 30D | +7.9% | +1.7% | +6.2% | +7.3% |
| 3M | +4.5% | +17.9% | -13.4% | -0.3% |
| 6M | +12.3% | +10.9% | +1.4% | +8.6% |
| YTD | +41.9% | +17.9% | +24.0% | +34.3% |
| 1Y | +27.8% | +61.7% | -33.8% | +10.2% |
| 3Y | +21.8% | +183.7% | -161.9% | -11.6% |
| 5Y | +174.0% | +401.3% | -227.3% | +68.9% |
| 10Y | +110.4% | +293.7% | -183.3% | +33.4% |
| All | +7,617.4% | +14,665.6% | -7,048.2% | +3,071.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling