+25.6%
EOG vs CHD
+1.8%
+23.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.0% |
| 7D | -1.3% | -4.2% | +2.8% | -1.6% |
| 30D | +3.4% | -7.6% | +10.9% | +2.8% |
| 3M | +7.8% | -1.6% | +9.4% | +7.7% |
| 6M | +13.4% | -6.3% | +19.7% | +13.3% |
| YTD | +43.5% | +14.6% | +28.9% | +44.4% |
| 1Y | +29.7% | +1.6% | +28.1% | +29.3% |
| All | +25.6% | +1.8% | +23.8% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling