+166.2%
EOG vs CNC
+10.7%
+155.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.1% |
| 7D | +1.5% | -0.9% | +2.4% | +1.5% |
| 30D | +2.9% | -1.0% | +3.9% | +3.0% |
| 3M | +8.7% | +4.5% | +4.2% | +8.3% |
| 6M | +12.9% | +85.2% | -72.3% | +8.8% |
| YTD | +43.8% | +61.4% | -17.6% | +39.5% |
| 1Y | +27.1% | +94.9% | -67.8% | +21.8% |
| 3Y | +25.9% | 0.0% | +25.9% | +24.2% |
| All | +166.2% | +10.7% | +155.5% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 5y: compounded portfolio wealth divided by compounded CNC 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…
5y analysis · Full analysis span regression · 6 months rolling