+130.1%
CEG vs EOG
+39.1%
+91.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | +11.8% | +4.6% | +7.2% | +10.3% |
| 30D | -6.5% | +2.9% | -9.4% | -7.4% |
| 3M | -1.2% | +8.0% | -9.1% | -3.9% |
| 6M | -8.0% | +17.0% | -25.0% | -14.0% |
| YTD | -21.9% | +51.1% | -73.0% | -35.9% |
| 1Y | -21.4% | +45.1% | -66.6% | -34.4% |
| All | +130.1% | +39.1% | +91.0% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling