+171.7%
EOG vs CSGP
-64.7%
+236.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | +1.3% | -4.1% | +5.3% | +1.8% |
| 30D | +8.2% | +2.3% | +5.8% | +7.6% |
| 3M | +3.8% | -8.2% | +12.0% | +4.6% |
| 6M | +15.3% | -35.1% | +50.4% | +21.7% |
| YTD | +41.7% | -54.0% | +95.7% | +56.5% |
| 1Y | +23.6% | -65.3% | +88.9% | +42.4% |
| 3Y | +23.3% | -62.6% | +85.8% | +38.8% |
| All | +171.7% | -64.7% | +236.4% | +231.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling