+29.5%
EOG vs CMS
+35.4%
-5.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +1.7% |
| 7D | -11.1% | -1.3% | -9.8% | -11.0% |
| 30D | +2.7% | +6.3% | -3.6% | +2.0% |
| 3M | +8.8% | -2.1% | +10.8% | +8.8% |
| 6M | +10.8% | -5.1% | +15.9% | +11.4% |
| YTD | +44.6% | +1.3% | +43.3% | +43.9% |
| 1Y | +44.6% | -1.4% | +46.0% | +44.4% |
| 3Y | +29.5% | +36.9% | -7.4% | +20.7% |
| All | +29.5% | +35.4% | -5.9% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling