+27.1%
EOG vs CHD
+2.3%
+24.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.5% | -4.5% | +6.0% | +1.2% |
| 30D | +2.9% | -6.7% | +9.7% | +2.6% |
| 3M | +8.7% | -2.7% | +11.5% | +8.3% |
| 6M | +12.9% | -4.9% | +17.8% | +13.4% |
| YTD | +43.8% | +13.3% | +30.5% | +40.6% |
| 1Y | +27.1% | +1.0% | +26.1% | +24.5% |
| All | +27.1% | +2.3% | +24.7% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling