-21.4%
CEG vs EOG
+47.9%
-69.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.7% |
| 7D | +11.8% | +4.6% | +7.2% | +12.2% |
| 30D | -6.5% | +2.9% | -9.4% | -6.1% |
| 3M | -1.2% | +8.0% | -9.1% | 0.0% |
| 6M | -8.0% | +17.0% | -25.0% | -6.0% |
| YTD | -21.9% | +51.1% | -73.0% | -13.8% |
| 1Y | -21.4% | +45.1% | -66.6% | -13.8% |
| All | -21.4% | +47.9% | -69.3% | -13.8% |
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