+127.0%
EOG vs CSGP
+61.5%
+65.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.7% |
| 7D | -2.4% | -3.2% | +0.8% | -1.9% |
| 30D | +2.9% | +2.2% | +0.7% | +1.6% |
| 3M | +7.2% | -3.7% | +10.9% | +6.8% |
| 6M | +18.2% | -7.4% | +25.6% | +18.2% |
| YTD | +48.9% | -54.9% | +103.8% | +73.9% |
| 1Y | +46.7% | -54.9% | +101.6% | +71.2% |
| 3Y | +37.4% | -61.9% | +99.3% | +64.0% |
| 5Y | +103.9% | -63.1% | +167.0% | +140.5% |
| 10Y | +127.0% | +65.1% | +61.9% | +110.8% |
| All | +127.0% | +61.5% | +65.6% | +110.8% |
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