+22.7%
C vs EOG
+44.6%
-21.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.7% |
| 7D | -0.9% | -6.0% | +5.1% | -2.6% |
| 30D | -5.4% | +0.9% | -6.3% | -5.1% |
| 3M | -9.2% | +10.9% | -20.1% | -5.9% |
| 6M | -1.8% | +15.8% | -17.6% | +3.7% |
| YTD | +6.7% | +45.8% | -39.2% | +16.3% |
| All | +22.7% | +44.6% | -21.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling