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Congress: members

Earl Blumenauer

Backtest from 18 Feb 2015 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+9.1%
S&P 500 +13.4%
Last 12 months
+16.5%
S&P 500 +12.1%
Sharpe ratio
0.47
S&P 500 0.71
Biggest drop
−32.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 201520172019202120232025 $43.7k$27.8k
Earl BlumenauerS&P 500 $10,000 in Earl Blumenauer from 18 Feb 2015 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Mirrors the disclosed stock holdings of Rep. Earl Blumenauer (Democrat, OR) and family. It buys on the first trading day after each report is filed, sized by the middle of the value band reported, starts from the holdings listed in the member's annual disclosure report once that report is public, and holds each position until a sale is reported. Call options count as the stock until they expire. Members often report weeks or months late, so this is what a follower could actually have done.

Earl Blumenauer's trades →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+9.1%+13.4%
Total return+178%+337%
Last 12 months+16.5%+12.1%
Last 3 months+1.0%—
Last month+2.1%—
This year so far+12.2%—
Volatility a year17.1%16.5%
Sharpe ratio0.470.71
Biggest drop−32.3%−31.8%
Beta to the S&P 5000.781.00
Alpha a year (t-statistic)−1.1% (−0.34)—
Share of weeks up56%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck. 313 reported trades were copied.

Insights

CompanyWeightHeld sinceReturn since
NWN12.5%8 Dec 2020+37.3%
AAPL5.7%7 Nov 2018+579.5%
FLEX5.0%16 May 2023+385.0%
NEM3.8%7 Nov 2018+322.1%
GS3.3%16 May 2023+205.9%
WMT3.3%14 May 2018+410.9%
GILD3.0%7 Mar 2018+193.5%
JPM2.9%6 Apr 2018+292.8%
ALL2.6%14 Nov 2019+180.1%
JNJ2.5%7 Mar 2018+163.8%
CAT2.4%17 Oct 2019+437.9%
AMGN2.3%6 Oct 2022+128.7%
CB2.3%17 Apr 2020+242.1%
GOOGL2.2%16 May 2023+139.4%
SAP2.2%16 May 2023+83.9%
CIEN2.1%7 Mar 2018+978.3%
BLK2.1%14 May 2024+53.5%
BRK.B2.1%17 Oct 2019+166.3%
GD2.0%17 Apr 2020+209.7%
QCOM2.0%16 May 2023+71.2%
MSFT1.9%17 Apr 2020+206.2%
FE1.9%14 May 2024+30.6%
VZ1.9%11 Nov 2022+53.6%
AMZN1.9%4 Mar 2024+40.1%
SO1.8%6 May 2024+36.2%
SCHW1.8%17 Apr 2020+172.3%
AZO1.7%10 Jun 2021+136.1%
APD1.7%14 Apr 2022+44.2%
PG1.6%7 Mar 2018+161.8%
SYY1.6%7 Sept 2023+29.4%
RTX1.5%16 May 2023+127.4%
MCK1.4%16 May 2023+157.8%
CARR1.4%6 Sept 2022+45.6%
ACN1.1%17 Apr 2020+67.0%
V1.1%6 May 2024+59.1%
BX1.0%4 Nov 2020+172.5%
BAX0.9%7 Aug 2024−32.6%
PFE0.8%4 Mar 2024+40.6%
PHG0.8%9 Aug 2022+48.4%
LW0.8%13 Oct 2021+11.4%
MOH0.8%13 Jul 2023−29.0%
CSCO0.7%16 May 2023+139.5%
EMR0.6%6 Oct 2022+127.3%
NKE0.6%6 May 2024−55.0%
USB0.5%16 May 2023+146.8%
AZN0.5%6 Apr 2018+221.4%
DIS0.4%16 May 2023+28.9%
SBUX0.4%14 May 2024+46.6%
HD0.3%16 May 2023+32.2%
CRM0.3%16 May 2023+14.5%
PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest18 Feb 2015 to 2 Nov 2026+9.1%+13.4%0.470.71−32.3%0.78−1.1% (−0.34)
2018 onwards5 Jan 2018 to 2 Nov 2026+8.3%+13.9%0.390.66−32.3%0.83−3.1% (−1.03)
Last three years3 Nov 2023 to 2 Nov 2026+19.5%+21.8%1.201.16−10.5%0.66+3.3% (0.79)
Last year7 Nov 2025 to 2 Nov 2026+16.2%+14.2%1.090.84−6.4%0.62+5.4% (0.69)
DateCompanyAction
7 Aug 2024BAXBought
14 May 2024SBUXBought
14 May 2024MDTBought
14 May 2024FEBought
14 May 2024BLKBought
6 May 2024VBought
6 May 2024SOBought
6 May 2024NKEBought
4 Mar 2024PFEBought
4 Mar 2024AMZNBought
7 Sept 2023SYYBought
13 Jul 2023MOHBought
9 Jun 2023PYPLBought
16 May 2023VTRBought
16 May 2023USBBought
16 May 2023ULBought
16 May 2023SAPBought
16 May 2023RTXBought
16 May 2023QCOMBought
16 May 2023MGABought
16 May 2023MCKBought
16 May 2023KRBought
16 May 2023IPBought
16 May 2023ICEBought
16 May 2023HDBought

Dated on the first trading day after the report was filed, when a follower could have acted.

DateCompanyAction
9 Oct 2024VTRSold
7 Aug 2024MDTSold
8 Jul 2024CVSSold
6 May 2024TELSold
6 May 2024MGASold
6 May 2024KRSold
6 May 2024DGXSold
4 Mar 2024ULSold
5 Jan 2024ALKSold
5 Dec 2023PYPLSold
5 Dec 2023IPSold
7 Sept 2023FSold
7 Aug 2023ICESold
13 Jul 2023CNCSold
13 Jul 2023BROSSold
16 May 2023VSold
16 May 2023FESold
6 Apr 2023FDXSold
11 Nov 2022TSold
7 Jul 2022IMAXSold
6 Jun 2022VODSold
4 Apr 2022VTRSSold
4 Apr 2022VTRSold
4 Apr 2022USBSold
4 Apr 2022ULSold

Dated on the first trading day after the report was filed, when a follower could have acted.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest