+178.1%
EOG vs CPB
-40.6%
+218.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| 3M | +5.9% | -6.9% | +12.8% | +6.4% |
| 6M | +17.1% | -12.2% | +29.2% | +18.3% |
| YTD | +43.9% | -21.1% | +65.0% | +47.2% |
| 1Y | +26.9% | -33.5% | +60.4% | +32.4% |
| 3Y | +23.6% | -43.2% | +66.7% | +30.1% |
| 5Y | +178.1% | -40.9% | +219.0% | +193.0% |
| All | +178.1% | -40.6% | +218.8% | +193.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling