+154.2%
EOG vs CNH
+40.2%
+114.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.4% | +3.8% |
| 7D | -2.4% | +4.5% | -6.9% | -4.4% |
| 30D | +2.9% | +7.6% | -4.7% | -0.6% |
| 3M | +7.2% | +17.0% | -9.7% | -1.1% |
| 6M | +18.2% | +12.9% | +5.2% | +8.5% |
| YTD | +48.9% | +34.3% | +14.6% | +24.0% |
| 1Y | +46.7% | +28.5% | +18.2% | +24.1% |
| 3Y | +37.4% | +31.9% | +5.5% | +9.0% |
| 5Y | +103.9% | -9.6% | +113.5% | +86.1% |
| 10Y | +127.0% | +106.3% | +20.7% | +36.2% |
| All | +154.2% | +40.2% | +114.0% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling