+213.0%
EOG vs CDW
+903.1%
-690.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +1.3% | +3.2% | -1.9% | -0.1% |
| 30D | +8.2% | +9.3% | -1.1% | +3.8% |
| 3M | +3.8% | +9.8% | -6.0% | -1.4% |
| 6M | +15.3% | +23.3% | -8.0% | +2.0% |
| YTD | +41.7% | +13.7% | +28.1% | +29.0% |
| 1Y | +23.6% | -6.5% | +30.0% | +21.8% |
| 3Y | +23.3% | -25.2% | +48.5% | +29.8% |
| 5Y | +170.4% | -19.5% | +189.9% | +165.6% |
| 10Y | +125.5% | +285.8% | -160.3% | +16.0% |
| All | +213.0% | +903.1% | -690.1% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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