-0.9%
CCL vs EOG
+179.2%
-180.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | -4.4% | -1.3% | -3.1% | -4.1% |
| 30D | -18.2% | +3.4% | -21.6% | -18.9% |
| 3M | -17.7% | +7.8% | -25.6% | -19.9% |
| 6M | -13.0% | +13.4% | -26.4% | -17.9% |
| YTD | -24.5% | +43.5% | -68.0% | -34.9% |
| 1Y | -26.9% | +29.7% | -56.6% | -34.8% |
| 3Y | +50.8% | +23.2% | +27.6% | +34.3% |
| 5Y | -0.9% | +176.4% | -177.3% | -42.1% |
| All | -0.9% | +179.2% | -180.2% | -42.1% |
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