+579.5%
CEG vs EOG
+77.3%
+502.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.1% |
| 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% | -3.8% |
| 6M | -8.0% | +17.0% | -25.0% | -13.6% |
| YTD | -21.9% | +51.1% | -73.0% | -33.7% |
| 1Y | -21.4% | +45.1% | -66.6% | -32.5% |
| 3Y | +130.0% | +39.4% | +90.6% | +99.6% |
| All | +579.5% | +77.3% | +502.2% | +453.3% |
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