+36.1%
CCL vs EOG
+106.0%
-69.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -1.5% | +4.6% | -6.1% | -2.4% |
| 30D | +16.5% | +2.9% | +13.6% | +15.4% |
| 3M | +11.2% | +8.0% | +3.2% | +8.8% |
| 6M | +22.6% | +17.0% | +5.6% | +16.3% |
| YTD | +2.6% | +51.1% | -48.5% | -12.8% |
| 1Y | +17.0% | +45.1% | -28.2% | +0.8% |
| 3Y | +145.5% | +39.4% | +106.1% | +110.7% |
| 5Y | +36.1% | +105.6% | -69.5% | -8.4% |
| All | +36.1% | +106.0% | -69.9% | -8.4% |
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