+131.6%
C vs EOG
+169.6%
-38.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.2% | -2.0% | +5.2% | +3.7% |
| 30D | +1.3% | +7.9% | -6.6% | -0.8% |
| 3M | +3.1% | +4.5% | -1.4% | +1.4% |
| 6M | +29.6% | +12.3% | +17.3% | +23.8% |
| YTD | +19.0% | +41.9% | -22.9% | +5.1% |
| 1Y | +45.6% | +27.8% | +17.8% | +32.8% |
| 3Y | +269.3% | +21.8% | +247.5% | +237.4% |
| 5Y | +131.6% | +174.0% | -42.4% | +48.5% |
| All | +131.6% | +169.6% | -38.0% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling