-31.9%
CEG vs EOG
+45.9%
-77.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.2% | -1.5% | -7.2% |
| 7D | -4.8% | -8.6% | +3.8% | -5.7% |
| 30D | -8.2% | +2.8% | -10.9% | -7.5% |
| 3M | -7.9% | +3.2% | -11.1% | -7.1% |
| 6M | -23.2% | +5.3% | -28.6% | -22.1% |
| YTD | -30.1% | +44.5% | -74.6% | -23.0% |
| 1Y | -31.9% | +44.2% | -76.1% | -23.2% |
| All | -31.9% | +45.9% | -77.8% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling