-17.9%
CLS vs EOG
+49.4%
-67.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -4.9% |
| 7D | +16.3% | +7.6% | +8.7% | +18.8% |
| 30D | -25.7% | +3.4% | -29.0% | -24.9% |
| 3M | -30.9% | +12.7% | -43.6% | -27.7% |
| 6M | -35.5% | +19.0% | -54.5% | -31.0% |
| YTD | -18.7% | +55.6% | -74.3% | -14.6% |
| 1Y | -17.9% | +49.5% | -67.4% | -11.3% |
| All | -17.9% | +49.4% | -67.3% | -11.3% |
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 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