+108.2%
EOG vs CF
+117.5%
-9.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | +7.4% | +5.4% | +2.1% | +5.1% |
| 30D | +2.3% | +6.5% | -4.3% | -0.5% |
| 3M | +9.5% | +4.6% | +4.8% | +7.1% |
| 6M | +17.7% | -3.3% | +21.0% | +18.6% |
| YTD | +52.9% | +63.9% | -11.0% | +21.5% |
| 1Y | +47.7% | +50.4% | -2.8% | +21.4% |
| 3Y | +41.1% | +68.2% | -27.1% | +6.8% |
| 5Y | +108.2% | +113.8% | -5.6% | +40.6% |
| All | +108.2% | +117.5% | -9.3% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling