+43.4%
C vs EOG
+27.1%
+16.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.2% | -2.0% | +5.2% | +2.6% |
| 30D | +1.3% | +7.9% | -6.6% | +3.4% |
| 3M | +3.1% | +4.5% | -1.4% | +4.7% |
| 6M | +29.6% | +12.3% | +17.3% | +32.8% |
| YTD | +19.0% | +41.9% | -22.9% | +23.8% |
| All | +43.4% | +27.1% | +16.4% | +51.0% |
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