+4,282.9%
EOG vs CHRW
+3,789.5%
+493.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +7.4% | +4.7% | +2.7% | +5.9% |
| 30D | +2.3% | -2.6% | +4.9% | +2.5% |
| 3M | +9.5% | -8.0% | +17.4% | +10.9% |
| 6M | +17.7% | -19.0% | +36.7% | +22.3% |
| YTD | +52.9% | -15.5% | +68.4% | +54.3% |
| 1Y | +47.7% | -10.8% | +58.5% | +46.3% |
| 3Y | +41.1% | +79.8% | -38.7% | +7.3% |
| 5Y | +108.2% | +59.3% | +49.0% | +61.8% |
| 10Y | +136.3% | +129.6% | +6.7% | +61.0% |
| All | +4,282.9% | +3,789.5% | +493.4% | +1,812.0% |
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