+7.6%
CL vs EOG
+27.6%
-20.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | -2.0% | +0.7% | -1.5% |
| 30D | -5.2% | +7.9% | -13.1% | -4.7% |
| 3M | +3.3% | +4.5% | -1.2% | +3.3% |
| 6M | -4.4% | +12.3% | -16.7% | -4.3% |
| YTD | +13.9% | +41.9% | -28.0% | +10.1% |
| 1Y | +7.6% | +27.8% | -20.2% | +2.9% |
| All | +7.6% | +27.6% | -20.0% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling