+626.9%
CEG vs EOG
+68.4%
+558.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.1% |
| 7D | +1.3% | -1.3% | +2.6% | +1.7% |
| 30D | +8.8% | +3.4% | +5.5% | +7.6% |
| 3M | +17.0% | +7.8% | +9.1% | +13.5% |
| 6M | -8.7% | +13.4% | -22.1% | -13.6% |
| YTD | -16.4% | +43.5% | -59.9% | -27.7% |
| 1Y | -1.8% | +29.7% | -31.4% | -12.0% |
| 3Y | +175.8% | +23.2% | +152.6% | +148.8% |
| All | +626.9% | +68.4% | +558.6% | +503.1% |
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 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