+591.0%
EOG vs CAPR
-98.9%
+689.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +26.5% | -25.0% | +1.1% |
| 7D | +4.6% | +25.8% | -21.2% | +4.1% |
| 30D | +2.9% | +50.2% | -47.3% | +2.0% |
| 3M | +8.0% | +185.5% | -177.5% | +5.5% |
| 6M | +17.0% | -64.8% | +81.8% | +17.4% |
| YTD | +51.1% | -61.1% | +112.2% | +51.1% |
| 1Y | +45.1% | +81.0% | -35.9% | +36.1% |
| 3Y | +39.4% | +300.7% | -261.3% | +25.5% |
| 5Y | +105.6% | +223.3% | -117.8% | +83.7% |
| 10Y | +133.5% | -58.8% | +192.2% | +99.0% |
| All | +591.0% | -98.9% | +689.9% | +469.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling