+3,542.1%
CLS vs EOG
+169.6%
+3,372.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +12.8% | -2.0% | +14.8% | +13.3% |
| 30D | +3.8% | +7.9% | -4.1% | +1.3% |
| 3M | -14.6% | +4.5% | -19.1% | -16.6% |
| 6M | +32.2% | +12.3% | +19.9% | +25.0% |
| YTD | +11.6% | +41.9% | -30.3% | -3.6% |
| 1Y | +35.1% | +27.8% | +7.2% | +21.1% |
| 3Y | +1,312.5% | +21.8% | +1,290.7% | +1,173.5% |
| 5Y | +3,542.1% | +174.0% | +3,368.1% | +2,034.8% |
| All | +3,542.1% | +169.6% | +3,372.5% | +2,034.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling