+8,015.2%
CI vs EOG
+7,913.4%
+101.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.9% |
| 7D | -1.3% | +4.6% | -5.9% | -2.2% |
| 30D | +6.4% | +2.9% | +3.5% | +5.6% |
| 3M | +10.7% | +8.0% | +2.7% | +8.6% |
| 6M | +5.5% | +17.0% | -11.5% | +1.5% |
| YTD | +11.4% | +51.1% | -39.7% | +1.2% |
| 1Y | +15.0% | +45.1% | -30.1% | +5.2% |
| 3Y | +9.0% | +39.4% | -30.5% | -1.0% |
| 5Y | +52.0% | +105.6% | -53.6% | +23.6% |
| 10Y | +150.9% | +133.5% | +17.5% | +83.0% |
| All | +8,015.2% | +7,913.4% | +101.8% | +3,258.2% |
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