+368.2%
EOG vs CPAY
+1,524.4%
-1,156.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | -2.5% | +1.2% | -0.2% |
| 30D | +3.4% | +1.3% | +2.1% | +2.6% |
| 3M | +7.8% | +13.5% | -5.6% | +1.0% |
| 6M | +13.4% | +24.7% | -11.4% | +0.1% |
| YTD | +43.5% | +34.9% | +8.5% | +19.8% |
| 1Y | +29.7% | +29.7% | 0.0% | +9.5% |
| 3Y | +23.2% | +49.4% | -26.2% | -7.4% |
| 5Y | +176.4% | +53.5% | +122.9% | +98.3% |
| 10Y | +119.1% | +152.5% | -33.3% | +21.1% |
| All | +368.2% | +1,524.4% | -1,156.1% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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