+57.3%
CL vs EOG
+115.2%
-57.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.5% |
| 7D | -2.3% | -1.3% | -1.0% | -2.2% |
| 30D | -5.5% | +3.4% | -8.9% | -5.7% |
| 3M | +0.8% | +7.8% | -7.0% | +0.3% |
| 6M | -4.2% | +13.4% | -17.6% | -5.1% |
| YTD | +13.4% | +43.5% | -30.1% | +10.7% |
| 1Y | +7.1% | +29.7% | -22.6% | +5.1% |
| 3Y | +29.0% | +23.2% | +5.8% | +26.5% |
| 5Y | +28.3% | +176.4% | -148.1% | +17.0% |
| 10Y | +57.3% | +119.1% | -61.8% | +38.3% |
| All | +57.3% | +115.2% | -57.9% | +38.3% |
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