+17.0%
EOG vs CNH
+18.0%
-1.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.5% |
| 7D | +4.6% | +6.7% | -2.1% | +4.7% |
| 30D | +2.9% | +7.2% | -4.4% | +2.9% |
| 3M | +8.0% | +17.5% | -9.5% | +10.5% |
| 6M | +17.0% | +15.0% | +2.0% | +20.3% |
| All | +17.0% | +18.0% | -1.0% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling