+127.0%
EOG vs CMS
+134.3%
-7.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +2.0% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | +2.9% | +7.4% | -4.5% | +1.6% |
| 3M | +7.2% | +1.9% | +5.4% | +6.8% |
| 6M | +18.2% | -2.3% | +20.5% | +18.5% |
| YTD | +48.9% | +3.0% | +45.9% | +47.6% |
| 1Y | +46.7% | -2.8% | +49.5% | +47.0% |
| 3Y | +37.4% | +37.9% | -0.5% | +27.7% |
| 5Y | +103.9% | +34.0% | +70.0% | +89.7% |
| 10Y | +127.0% | +138.1% | -11.1% | +163.9% |
| All | +127.0% | +134.3% | -7.3% | +163.9% |
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