+7,763.9%
EOG vs CMS
+463.7%
+7,300.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +2.1% |
| 7D | -11.1% | -1.3% | -9.8% | -10.8% |
| 30D | +2.7% | +6.3% | -3.6% | +0.9% |
| 3M | +8.8% | -2.1% | +10.8% | +9.2% |
| 6M | +10.8% | -5.1% | +15.9% | +12.0% |
| YTD | +44.6% | +1.3% | +43.3% | +43.4% |
| 1Y | +44.6% | -1.4% | +46.0% | +44.4% |
| 3Y | +29.5% | +36.9% | -7.4% | +16.7% |
| 5Y | +96.3% | +32.5% | +63.8% | +76.4% |
| 10Y | +122.4% | +126.8% | -4.3% | +65.8% |
| All | +7,763.9% | +463.7% | +7,300.3% | +3,818.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling