+133.5%
EOG vs CPB
-40.1%
+173.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +4.6% | -4.1% | +8.6% | +4.9% |
| 30D | +2.9% | +16.9% | -14.1% | +1.5% |
| 3M | +8.0% | -0.6% | +8.5% | +7.9% |
| 6M | +17.0% | +11.4% | +5.6% | +15.6% |
| YTD | +51.1% | -14.8% | +65.9% | +52.7% |
| 1Y | +45.1% | -24.8% | +69.9% | +48.2% |
| 3Y | +39.4% | -36.6% | +76.1% | +43.9% |
| 5Y | +105.6% | -33.3% | +138.9% | +110.5% |
| 10Y | +133.5% | -40.4% | +173.9% | +164.4% |
| All | +133.5% | -40.1% | +173.6% | +164.4% |
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