+127.0%
EOG vs CAPR
-68.2%
+195.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.9% | +12.0% | +2.3% |
| 7D | -2.4% | +7.6% | -10.0% | -2.5% |
| 30D | +2.9% | +13.3% | -10.3% | +2.5% |
| 3M | +7.2% | +130.4% | -123.1% | +4.7% |
| 6M | +18.2% | -70.8% | +89.0% | +19.2% |
| YTD | +48.9% | -69.3% | +118.1% | +49.7% |
| 1Y | +46.7% | +59.5% | -12.8% | +35.5% |
| 3Y | +37.4% | +216.8% | -179.4% | +19.0% |
| 5Y | +103.9% | +152.7% | -48.8% | +74.5% |
| 10Y | +127.0% | -68.2% | +195.2% | +76.4% |
| All | +127.0% | -68.2% | +195.2% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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