+8,362.0%
EOG vs CHD
+11,766.8%
-3,404.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | +7.6% | +3.6% | +4.0% | +6.9% |
| 30D | +3.4% | +10.4% | -7.0% | +1.4% |
| 3M | +12.7% | +12.2% | +0.5% | +10.2% |
| 6M | +19.0% | +19.9% | -0.9% | +14.7% |
| YTD | +55.6% | +36.4% | +19.2% | +46.1% |
| 1Y | +49.5% | +35.1% | +14.4% | +40.7% |
| 3Y | +43.2% | +29.2% | +14.0% | +34.4% |
| 5Y | +111.8% | +33.4% | +78.4% | +95.0% |
| 10Y | +140.4% | +195.0% | -54.7% | +82.6% |
| All | +8,362.0% | +11,766.8% | -3,404.8% | +3,698.9% |
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 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