+105.9%
C vs EOG
+94.0%
+11.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -2.4% | -11.1% | +8.7% | +0.2% |
| 30D | -6.0% | +2.7% | -8.7% | -6.8% |
| 3M | -10.5% | +8.8% | -19.3% | -12.8% |
| 6M | -5.7% | +10.8% | -16.5% | -9.1% |
| YTD | +4.1% | +44.6% | -40.4% | -8.6% |
| 1Y | +20.5% | +44.6% | -24.1% | +5.5% |
| 3Y | +208.1% | +29.5% | +178.6% | +176.4% |
| All | +105.9% | +94.0% | +11.9% | +58.1% |
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