+141.0%
CI vs EOG
+115.2%
+25.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | +0.5% | +3.4% | -2.9% | -0.4% |
| 3M | -5.2% | +7.8% | -13.0% | -7.2% |
| 6M | +4.3% | +13.4% | -9.0% | +0.5% |
| YTD | +2.8% | +43.5% | -40.7% | -6.7% |
| 1Y | -5.8% | +29.7% | -35.5% | -12.5% |
| 3Y | +4.7% | +23.2% | -18.4% | -3.3% |
| 5Y | +42.7% | +176.4% | -133.7% | +0.8% |
| 10Y | +141.0% | +119.1% | +21.8% | +60.5% |
| All | +141.0% | +115.2% | +25.8% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling