+4,850.5%
CL vs EOG
+7,415.7%
-2,565.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -2.2% | +1.3% | -3.5% | -2.3% |
| 30D | -4.8% | +8.2% | -13.0% | -5.5% |
| 3M | +4.9% | +3.8% | +1.1% | +4.4% |
| 6M | -5.7% | +15.3% | -21.0% | -7.2% |
| YTD | +14.4% | +41.7% | -27.3% | +10.4% |
| 1Y | +8.7% | +23.6% | -14.8% | +6.2% |
| 3Y | +30.0% | +23.3% | +6.7% | +26.0% |
| 5Y | +28.4% | +170.4% | -142.1% | +13.6% |
| 10Y | +50.1% | +125.5% | -75.4% | +28.6% |
| All | +4,850.5% | +7,415.7% | -2,565.2% | +2,800.3% |
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 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