+41.1%
CI vs EOG
+169.6%
-128.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -2.6% | -2.0% | -0.5% | -2.3% |
| 30D | -2.4% | +7.9% | -10.2% | -3.4% |
| 3M | -4.8% | +4.5% | -9.2% | -5.5% |
| 6M | +2.1% | +12.3% | -10.2% | +0.1% |
| YTD | +1.4% | +41.9% | -40.5% | -4.2% |
| 1Y | -6.8% | +27.8% | -34.6% | -10.6% |
| 3Y | +3.3% | +21.8% | -18.5% | -1.3% |
| 5Y | +41.1% | +174.0% | -132.9% | +6.0% |
| All | +41.1% | +169.6% | -128.5% | +6.0% |
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