+119.0%
EOG vs CPB
-45.5%
+164.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.7% |
| 7D | +1.0% | -5.4% | +6.4% | +1.5% |
| 30D | +2.8% | -7.8% | +10.7% | +3.5% |
| 3M | +5.9% | -6.9% | +12.8% | +6.4% |
| 6M | +17.1% | -12.2% | +29.2% | +18.0% |
| YTD | +43.9% | -21.1% | +65.0% | +46.5% |
| 1Y | +26.9% | -33.5% | +60.4% | +31.1% |
| 3Y | +23.6% | -43.2% | +66.7% | +28.9% |
| 5Y | +178.1% | -40.9% | +219.0% | +188.0% |
| All | +119.0% | -45.5% | +164.5% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling