+3,961.8%
EOG vs CHRW
+4,173.0%
-211.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +1.3% | -1.4% | +2.7% | +1.7% |
| 30D | +8.2% | -3.5% | +11.6% | +9.0% |
| 3M | +3.8% | -19.4% | +23.2% | +9.4% |
| 6M | +15.3% | -21.4% | +36.7% | +21.3% |
| YTD | +41.7% | -7.1% | +48.8% | +40.3% |
| 1Y | +23.6% | +17.8% | +5.7% | +12.3% |
| 3Y | +23.3% | +78.8% | -55.5% | -5.0% |
| 5Y | +170.4% | +83.5% | +86.9% | +102.9% |
| 10Y | +125.5% | +160.2% | -34.7% | +49.4% |
| All | +3,961.8% | +4,173.0% | -211.2% | +1,639.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling