+119.1%
EOG vs CNH
+157.1%
-38.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.2% |
| 7D | -1.3% | +1.8% | -3.1% | -2.2% |
| 30D | +3.4% | +32.6% | -29.3% | -8.9% |
| 3M | +7.8% | +29.4% | -21.6% | -5.4% |
| 6M | +13.4% | +26.0% | -12.6% | -1.4% |
| YTD | +43.5% | +52.2% | -8.7% | +13.5% |
| 1Y | +29.7% | +23.9% | +5.8% | +12.3% |
| 3Y | +23.2% | +10.1% | +13.0% | +7.6% |
| 5Y | +176.4% | +13.2% | +163.3% | +126.3% |
| 10Y | +119.1% | +160.7% | -41.5% | +17.9% |
| All | +119.1% | +157.1% | -38.0% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling