+174.0%
EOG vs CNH
+7.1%
+166.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +1.6% |
| 7D | -2.0% | +8.8% | -10.8% | -4.4% |
| 30D | +7.9% | +24.7% | -16.8% | +1.1% |
| 3M | +4.5% | +27.3% | -22.9% | -3.5% |
| 6M | +12.3% | +23.2% | -10.8% | +3.6% |
| YTD | +41.9% | +48.9% | -7.1% | +21.8% |
| 1Y | +27.8% | +19.4% | +8.4% | +18.4% |
| 3Y | +21.8% | +7.8% | +14.0% | +14.1% |
| 5Y | +174.0% | +8.7% | +165.3% | +139.0% |
| All | +174.0% | +7.1% | +166.9% | +139.0% |
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