+2,401.1%
EOG vs CNC
+5,287.0%
-2,885.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -1.3% | -4.9% | +3.6% | -0.5% |
| 30D | +3.4% | -3.8% | +7.1% | +4.0% |
| 3M | +7.8% | -3.2% | +11.1% | +8.0% |
| 6M | +13.4% | +47.9% | -34.5% | +4.5% |
| YTD | +43.5% | +55.7% | -12.2% | +30.6% |
| 1Y | +29.7% | +106.2% | -76.6% | +11.3% |
| 3Y | +23.2% | -2.1% | +25.2% | +15.7% |
| 5Y | +176.4% | +3.4% | +173.0% | +152.9% |
| 10Y | +119.1% | +91.7% | +27.5% | +75.2% |
| All | +2,401.1% | +5,287.0% | -2,885.9% | +1,053.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling