+118.9%
EOG vs CHD
+126.1%
-7.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.5% | -4.5% | +6.0% | +1.7% |
| 30D | +2.9% | -6.7% | +9.7% | +3.2% |
| 3M | +8.7% | -2.7% | +11.5% | +8.8% |
| 6M | +12.9% | -4.9% | +17.8% | +13.1% |
| YTD | +43.8% | +13.3% | +30.5% | +42.7% |
| 1Y | +27.1% | +1.0% | +26.1% | +26.7% |
| 3Y | +25.9% | +1.3% | +24.6% | +25.2% |
| 5Y | +177.9% | +20.8% | +157.1% | +169.0% |
| All | +118.9% | +126.1% | -7.2% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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