+141.9%
EOG vs CNH
+64.7%
+77.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -2.2% |
| 7D | +1.3% | +23.3% | -22.0% | -7.3% |
| 30D | +8.2% | +33.5% | -25.3% | -4.6% |
| 3M | +3.8% | +32.7% | -28.9% | -9.3% |
| 6M | +15.3% | +22.2% | -6.9% | +2.3% |
| YTD | +41.7% | +57.7% | -16.0% | +11.7% |
| 1Y | +23.6% | +28.0% | -4.4% | +6.3% |
| 3Y | +23.3% | +11.5% | +11.7% | +8.0% |
| 5Y | +170.4% | +11.9% | +158.6% | +127.3% |
| 10Y | +125.5% | +162.8% | -37.3% | +24.2% |
| All | +141.9% | +64.7% | +77.3% | +38.9% |
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 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