-43.4%
CCL vs EOG
+121.2%
-164.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -4.3% | +1.0% | -5.3% | -4.8% |
| 30D | -19.0% | +2.8% | -21.8% | -20.4% |
| 3M | -13.1% | +5.9% | -19.0% | -17.3% |
| 6M | -13.3% | +17.1% | -30.4% | -23.8% |
| YTD | -25.2% | +43.9% | -69.2% | -42.2% |
| 1Y | -27.2% | +26.9% | -54.1% | -39.7% |
| 3Y | +49.2% | +23.6% | +25.7% | +20.8% |
| 5Y | +0.4% | +178.1% | -177.8% | -55.3% |
| All | -43.4% | +121.2% | -164.6% | -78.6% |
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