+7,463.6%
CI vs EOG
+7,415.7%
+47.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +1.3% | +1.3% | 0.0% | +1.0% |
| 30D | +4.4% | +8.2% | -3.7% | +2.6% |
| 3M | +0.7% | +3.8% | -3.2% | -0.4% |
| 6M | +0.3% | +15.3% | -15.0% | -3.2% |
| YTD | +3.8% | +41.7% | -37.9% | -4.2% |
| 1Y | -5.5% | +23.6% | -29.0% | -10.4% |
| 3Y | +8.1% | +23.3% | -15.2% | +0.9% |
| 5Y | +42.8% | +170.4% | -127.6% | +9.4% |
| 10Y | +143.9% | +125.5% | +18.4% | +79.3% |
| All | +7,463.6% | +7,415.7% | +47.9% | +3,079.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling