-29.6%
CLS vs EOG
+45.9%
-75.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -5.2% | -3.8% | -10.9% |
| 7D | -21.1% | -8.6% | -12.5% | -23.7% |
| 30D | -38.2% | +2.8% | -41.0% | -37.2% |
| 3M | -36.3% | +3.2% | -39.5% | -34.9% |
| 6M | -43.8% | +5.3% | -49.1% | -42.2% |
| YTD | -20.0% | +44.5% | -64.5% | -16.6% |
| 1Y | -29.6% | +44.2% | -73.8% | -24.7% |
| All | -29.6% | +45.9% | -75.5% | -24.7% |
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