+84.9%
CL vs EOG
+127.0%
-42.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | +2.6% | -2.4% | +4.9% | +2.7% |
| 30D | +11.8% | +2.9% | +8.8% | +11.5% |
| 3M | +5.9% | +7.2% | -1.3% | +5.4% |
| 6M | +13.3% | +18.2% | -4.8% | +12.1% |
| YTD | +27.1% | +48.9% | -21.8% | +23.8% |
| 1Y | +28.0% | +46.7% | -18.7% | +24.8% |
| 3Y | +39.4% | +37.4% | +2.0% | +35.7% |
| 5Y | +40.8% | +103.9% | -63.2% | +31.8% |
| 10Y | +84.9% | +127.0% | -42.1% | +64.5% |
| All | +84.9% | +127.0% | -42.1% | +64.5% |
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