+2,491.1%
CLS vs EOG
+4,637.0%
-2,145.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.0% | +8.0% |
| 7D | +2.8% | +4.6% | -1.8% | +1.4% |
| 30D | -30.1% | +2.9% | -32.9% | -30.8% |
| 3M | -21.7% | +8.0% | -29.7% | -24.1% |
| 6M | -36.2% | +17.0% | -53.2% | -40.4% |
| YTD | -17.8% | +51.1% | -68.9% | -30.2% |
| 1Y | -26.8% | +45.1% | -71.9% | -37.0% |
| 3Y | +853.4% | +39.4% | +813.9% | +725.4% |
| 5Y | +2,005.0% | +105.6% | +1,899.4% | +1,450.3% |
| 10Y | +1,929.4% | +133.5% | +1,795.9% | +1,176.9% |
| All | +2,491.1% | +4,637.0% | -2,145.8% | +549.3% |
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