-34.0%
CCL vs EOG
+141.0%
-175.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.2% |
| 7D | -1.2% | +7.6% | -8.8% | -4.8% |
| 30D | +13.1% | +3.4% | +9.8% | +10.4% |
| 3M | +3.4% | +12.7% | -9.3% | -4.2% |
| 6M | +18.7% | +19.0% | -0.3% | +4.4% |
| YTD | -2.3% | +55.6% | -57.8% | -28.3% |
| 1Y | +14.2% | +49.5% | -35.3% | -14.6% |
| 3Y | +133.6% | +43.2% | +90.4% | +73.3% |
| 5Y | +33.5% | +111.8% | -78.3% | -28.9% |
| All | -34.0% | +141.0% | -175.0% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling