+270.6%
C vs EOG
+21.2%
+249.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.6% | +1.3% | +2.3% | +3.4% |
| 30D | +0.1% | +8.2% | -8.1% | -1.3% |
| 3M | +2.4% | +3.8% | -1.4% | +1.4% |
| 6M | +24.9% | +15.3% | +9.6% | +19.2% |
| YTD | +19.8% | +41.7% | -21.9% | +6.4% |
| 1Y | +44.9% | +23.6% | +21.3% | +35.2% |
| All | +270.6% | +21.2% | +249.4% | +238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling