+119.0%
EOG vs CAPR
-78.6%
+197.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.4% |
| 7D | +1.0% | -10.6% | +11.6% | +1.3% |
| 30D | +2.8% | +111.2% | -108.4% | +0.8% |
| 3M | +5.9% | -67.2% | +73.1% | +6.8% |
| 6M | +17.1% | -75.1% | +92.2% | +18.6% |
| YTD | +43.9% | -71.2% | +115.2% | +45.2% |
| 1Y | +26.9% | +31.1% | -4.2% | +17.9% |
| 3Y | +23.6% | +31.3% | -7.8% | +9.9% |
| 5Y | +178.1% | +69.4% | +108.7% | +141.2% |
| All | +119.0% | -78.6% | +197.6% | +71.1% |
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