+5,315.6%
CL vs EOG
+7,567.3%
-2,251.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | +1.3% | -11.1% | +12.5% | +2.3% |
| 30D | +11.4% | +2.7% | +8.6% | +11.0% |
| 3M | +4.4% | +8.8% | -4.3% | +3.5% |
| 6M | +10.8% | +10.8% | 0.0% | +9.5% |
| YTD | +25.1% | +44.6% | -19.4% | +20.4% |
| 1Y | +28.0% | +44.6% | -16.6% | +23.1% |
| 3Y | +37.6% | +29.5% | +8.1% | +32.8% |
| 5Y | +39.7% | +96.3% | -56.6% | +27.6% |
| 10Y | +75.8% | +122.4% | -46.7% | +50.8% |
| All | +5,315.6% | +7,567.3% | -2,251.7% | +3,063.8% |
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