+21.8%
EOG vs CP
+20.4%
+1.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.0% | +2.4% | -4.4% | -2.5% |
| 30D | +7.9% | -0.5% | +8.4% | +7.9% |
| 3M | +4.5% | +1.4% | +3.1% | +4.0% |
| 6M | +12.3% | +10.3% | +2.0% | +9.2% |
| YTD | +41.9% | +24.3% | +17.6% | +33.0% |
| 1Y | +27.8% | +20.4% | +7.4% | +20.8% |
| 3Y | +21.8% | +21.8% | 0.0% | +11.6% |
| All | +21.8% | +20.4% | +1.4% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling