+118.6%
EOG vs CSGP
+63.3%
+55.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.2% | +2.5% |
| 7D | -11.1% | +1.3% | -12.4% | -11.5% |
| 30D | +2.7% | +10.7% | -8.0% | -0.3% |
| 3M | +8.8% | +3.3% | +5.5% | +6.7% |
| 6M | +10.8% | -10.3% | +21.1% | +11.5% |
| YTD | +44.6% | -54.6% | +99.1% | +68.6% |
| 1Y | +44.6% | -54.6% | +99.2% | +68.6% |
| 3Y | +29.5% | -60.3% | +89.8% | +53.1% |
| 5Y | +96.3% | -63.3% | +159.6% | +132.2% |
| All | +118.6% | +63.3% | +55.3% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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