+7,617.4%
EOG vs CHD
+10,010.3%
-2,392.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.5% |
| 7D | -2.0% | -2.9% | +0.9% | -1.5% |
| 30D | +7.9% | -6.2% | +14.1% | +9.1% |
| 3M | +4.5% | +1.6% | +2.9% | +4.0% |
| 6M | +12.3% | -3.5% | +15.8% | +12.6% |
| YTD | +41.9% | +16.2% | +25.7% | +37.3% |
| 1Y | +27.8% | +3.4% | +24.5% | +26.2% |
| 3Y | +21.8% | +4.6% | +17.2% | +18.8% |
| 5Y | +174.0% | +21.1% | +152.9% | +156.4% |
| 10Y | +110.4% | +126.5% | -16.2% | +68.3% |
| All | +7,617.4% | +10,010.3% | -2,392.9% | +3,470.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling