+115.6%
EOG vs CSGP
-62.5%
+178.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +1.4% |
| 7D | +7.6% | +1.3% | +6.3% | +7.4% |
| 30D | +3.4% | +2.8% | +0.5% | +2.5% |
| 3M | +12.7% | -6.3% | +19.0% | +12.9% |
| 6M | +19.0% | -3.2% | +22.2% | +18.4% |
| YTD | +55.6% | -54.0% | +109.5% | +71.3% |
| 1Y | +49.5% | -54.8% | +104.4% | +65.1% |
| 3Y | +43.2% | -60.6% | +103.7% | +59.9% |
| All | +115.6% | -62.5% | +178.1% | +160.9% |
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