+103.9%
EOG vs CSGP
-63.3%
+167.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.4% |
| 7D | -2.4% | -3.2% | +0.8% | -2.1% |
| 30D | +2.9% | +2.2% | +0.7% | +2.2% |
| 3M | +7.2% | -3.7% | +10.9% | +7.0% |
| 6M | +18.2% | -7.4% | +25.6% | +18.3% |
| YTD | +48.9% | -54.9% | +103.8% | +64.2% |
| 1Y | +46.7% | -54.9% | +101.6% | +61.7% |
| 3Y | +37.4% | -61.9% | +99.3% | +54.0% |
| 5Y | +103.9% | -63.1% | +167.0% | +141.9% |
| All | +103.9% | -63.3% | +167.3% | +141.9% |
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