+133.0%
EOG vs CMS
+136.3%
-3.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +7.4% | -1.3% | +8.7% | +7.6% |
| 30D | +2.3% | +5.3% | -3.0% | +1.3% |
| 3M | +9.5% | -0.3% | +9.8% | +9.4% |
| 6M | +17.7% | -4.0% | +21.7% | +18.3% |
| YTD | +52.9% | +2.1% | +50.8% | +51.8% |
| 1Y | +47.7% | -4.7% | +52.4% | +48.5% |
| 3Y | +41.1% | +36.8% | +4.3% | +31.3% |
| 5Y | +108.2% | +34.9% | +73.4% | +93.5% |
| All | +133.0% | +136.3% | -3.2% | +170.2% |
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