+37.4%
EOG vs CHRW
+70.9%
-33.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.4% | -3.4% | +1.0% | -2.2% |
| 30D | +2.9% | -9.4% | +12.3% | +3.5% |
| 3M | +7.2% | -12.6% | +19.9% | +8.0% |
| 6M | +18.2% | -24.2% | +42.3% | +20.1% |
| YTD | +48.9% | -18.9% | +67.7% | +48.8% |
| 1Y | +46.7% | -13.7% | +60.4% | +45.3% |
| 3Y | +37.4% | +72.6% | -35.2% | +20.7% |
| All | +37.4% | +70.9% | -33.5% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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