+118.6%
EOG vs CF
+561.7%
-443.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.2% |
| 7D | -11.1% | -3.2% | -8.0% | -9.7% |
| 30D | +2.7% | +4.3% | -1.6% | +0.3% |
| 3M | +8.8% | +2.8% | +5.9% | +6.7% |
| 6M | +10.8% | +0.6% | +10.2% | +9.2% |
| YTD | +44.6% | +56.6% | -12.1% | +10.9% |
| 1Y | +44.6% | +49.6% | -5.0% | +13.3% |
| 3Y | +29.5% | +61.5% | -32.0% | -6.9% |
| 5Y | +96.3% | +124.0% | -27.7% | +9.4% |
| All | +118.6% | +561.7% | -443.2% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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