+150.3%
CI vs EOG
+127.0%
+23.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.5% | +2.1% |
| 7D | +2.6% | -2.4% | +5.0% | +3.1% |
| 30D | +7.3% | +2.9% | +4.4% | +6.4% |
| 3M | +9.5% | +7.2% | +2.2% | +7.4% |
| 6M | +6.4% | +18.2% | -11.7% | +1.6% |
| YTD | +12.0% | +48.9% | -36.9% | +0.6% |
| 1Y | +20.1% | +46.7% | -26.6% | +8.1% |
| 3Y | +9.6% | +37.4% | -27.8% | -1.7% |
| 5Y | +52.7% | +103.9% | -51.2% | +18.0% |
| 10Y | +150.3% | +127.0% | +23.3% | +67.7% |
| All | +150.3% | +127.0% | +23.3% | +67.7% |
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 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