+110.4%
EOG vs CF
+589.1%
-478.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -2.0% | -0.9% | -1.1% | -1.6% |
| 30D | +7.9% | +18.1% | -10.2% | -1.0% |
| 3M | +4.5% | +23.4% | -18.9% | -6.3% |
| 6M | +12.3% | +17.1% | -4.8% | +1.1% |
| YTD | +41.9% | +76.2% | -34.4% | +3.2% |
| 1Y | +27.8% | +62.3% | -34.4% | -3.6% |
| 3Y | +21.8% | +71.8% | -50.0% | -14.6% |
| 5Y | +174.0% | +234.6% | -60.6% | +23.6% |
| 10Y | +110.4% | +574.3% | -463.9% | -23.4% |
| All | +110.4% | +589.1% | -478.8% | -23.4% |
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