+2,029.3%
CLS vs EOG
+136.8%
+1,892.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.2% |
| 7D | +23.5% | +7.4% | +16.1% | +20.8% |
| 30D | -28.9% | +2.3% | -31.2% | -29.5% |
| 3M | -25.2% | +9.5% | -34.6% | -27.8% |
| 6M | -32.1% | +17.7% | -49.8% | -36.8% |
| YTD | -14.1% | +52.9% | -67.0% | -28.2% |
| 1Y | -24.1% | +47.7% | -71.7% | -35.8% |
| 3Y | +897.0% | +41.1% | +855.9% | +750.5% |
| 5Y | +2,089.9% | +108.2% | +1,981.7% | +1,460.8% |
| All | +2,029.3% | +136.8% | +1,892.5% | +1,060.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling