+23.6%
EOG vs CNH
+29.2%
-5.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -0.4% |
| 7D | +1.3% | +23.3% | -22.0% | +2.2% |
| 30D | +8.2% | +33.5% | -25.3% | +9.7% |
| 3M | +3.8% | +32.7% | -28.9% | +5.5% |
| 6M | +15.3% | +22.2% | -6.9% | +19.3% |
| YTD | +41.7% | +57.7% | -16.0% | +41.9% |
| 1Y | +23.6% | +28.0% | -4.4% | +23.6% |
| All | +23.6% | +29.2% | -5.7% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling