-1.8%
CEG vs EOG
+28.5%
-30.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.6% |
| 7D | +1.3% | -1.3% | +2.6% | +1.2% |
| 30D | +8.8% | +3.4% | +5.5% | +9.3% |
| 3M | +17.0% | +7.8% | +9.1% | +18.2% |
| 6M | -8.7% | +13.4% | -22.1% | -6.6% |
| YTD | -16.4% | +43.5% | -59.9% | -11.5% |
| 1Y | -1.8% | +29.7% | -31.4% | +4.1% |
| All | -1.8% | +28.5% | -30.3% | +4.1% |
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 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