+103.9%
EOG vs CNH
-9.2%
+113.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.4% | +3.2% |
| 7D | -2.4% | +4.5% | -6.9% | -3.7% |
| 30D | +2.9% | +7.6% | -4.7% | +0.7% |
| 3M | +7.2% | +17.0% | -9.7% | +1.8% |
| 6M | +18.2% | +12.9% | +5.2% | +12.0% |
| YTD | +48.9% | +34.3% | +14.6% | +31.0% |
| 1Y | +46.7% | +28.5% | +18.2% | +30.7% |
| 3Y | +37.4% | +31.9% | +5.5% | +15.5% |
| 5Y | +103.9% | -9.6% | +113.5% | +91.0% |
| All | +103.9% | -9.2% | +113.2% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling