+176.4%
EOG vs CHRW
+89.7%
+86.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -1.3% | +4.1% | -5.4% | -2.0% |
| 30D | +3.4% | +1.9% | +1.5% | +3.0% |
| 3M | +7.8% | -21.2% | +29.0% | +11.7% |
| 6M | +13.4% | -16.7% | +30.0% | +15.8% |
| YTD | +43.5% | -5.4% | +48.9% | +41.5% |
| 1Y | +29.7% | +21.2% | +8.5% | +19.8% |
| 3Y | +23.2% | +86.5% | -63.3% | -0.8% |
| 5Y | +176.4% | +93.0% | +83.4% | +114.5% |
| All | +176.4% | +89.7% | +86.7% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling