+110.4%
EOG vs CMS
+117.1%
-6.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.0% | +1.2% | -3.2% | -2.2% |
| 30D | +7.9% | -3.2% | +11.0% | +8.5% |
| 3M | +4.5% | -2.2% | +6.7% | +4.8% |
| 6M | +12.3% | -9.4% | +21.7% | +14.2% |
| YTD | +41.9% | +0.7% | +41.2% | +41.3% |
| 1Y | +27.8% | +0.4% | +27.5% | +27.3% |
| 3Y | +21.8% | +35.2% | -13.4% | +13.5% |
| 5Y | +174.0% | +24.1% | +149.9% | +158.6% |
| 10Y | +110.4% | +115.8% | -5.4% | +109.5% |
| All | +110.4% | +117.1% | -6.8% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling