+36.2%
EOG vs CSGP
-59.5%
+95.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.6% |
| 7D | -6.0% | -1.8% | -4.2% | -5.8% |
| 30D | +0.9% | +5.3% | -4.4% | -0.3% |
| 3M | +10.9% | +3.3% | +7.6% | +9.5% |
| 6M | +15.8% | -4.7% | +20.4% | +15.6% |
| YTD | +45.8% | -53.5% | +99.4% | +64.3% |
| 1Y | +45.3% | -53.7% | +99.0% | +63.7% |
| 3Y | +36.2% | -59.7% | +95.9% | +51.1% |
| All | +36.2% | -59.5% | +95.7% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling