+27.8%
CL vs EOG
+44.6%
-16.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.5% |
| 7D | +0.5% | -6.0% | +6.5% | +0.1% |
| 30D | +11.6% | +0.9% | +10.7% | +11.5% |
| 3M | +5.6% | +10.9% | -5.3% | +6.2% |
| 6M | +13.2% | +15.8% | -2.6% | +14.0% |
| YTD | +26.9% | +45.8% | -18.9% | +19.9% |
| All | +27.8% | +44.6% | -16.8% | +20.5% |
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 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