+7,608.4%
EOG vs CMS
+457.8%
+7,150.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +8.2% | -3.6% | +11.8% | +9.2% |
| 3M | +3.8% | -1.9% | +5.7% | +4.2% |
| 6M | +15.3% | -11.0% | +26.3% | +18.8% |
| YTD | +41.7% | +0.2% | +41.5% | +41.1% |
| 1Y | +23.6% | -1.3% | +24.9% | +23.4% |
| 3Y | +23.3% | +35.9% | -12.7% | +11.3% |
| 5Y | +170.4% | +23.1% | +147.3% | +148.3% |
| 10Y | +125.5% | +117.9% | +7.6% | +70.2% |
| All | +7,608.4% | +457.8% | +7,150.6% | +3,756.6% |
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