+137.1%
EOG vs CPB
-38.9%
+176.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +1.5% |
| 7D | +7.6% | -1.6% | +9.2% | +7.7% |
| 30D | +3.4% | +19.2% | -15.8% | +1.9% |
| 3M | +12.7% | -0.9% | +13.7% | +12.7% |
| 6M | +19.0% | +15.2% | +3.8% | +17.3% |
| YTD | +55.6% | -13.1% | +68.6% | +56.9% |
| 1Y | +49.5% | -22.4% | +72.0% | +52.4% |
| 3Y | +43.2% | -35.3% | +78.5% | +47.5% |
| 5Y | +111.8% | -33.0% | +144.8% | +116.8% |
| All | +137.1% | -38.9% | +176.0% | +165.9% |
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