+567.0%
EOG vs CAPR
-99.0%
+666.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.4% | -8.6% | +0.7% |
| 7D | -6.0% | +36.0% | -42.0% | -6.5% |
| 30D | +0.9% | +25.8% | -24.9% | +0.4% |
| 3M | +10.9% | +140.8% | -129.9% | +8.7% |
| 6M | +15.8% | -67.6% | +83.3% | +16.4% |
| YTD | +45.8% | -65.9% | +111.7% | +46.2% |
| 1Y | +45.3% | +66.1% | -20.8% | +36.5% |
| 3Y | +36.2% | +256.9% | -220.7% | +22.8% |
| 5Y | +94.0% | +172.1% | -78.1% | +74.0% |
| 10Y | +120.5% | -64.7% | +185.2% | +88.5% |
| All | +567.0% | -99.0% | +666.0% | +450.9% |
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