+3,231.7%
CLS vs EOG
+4,342.8%
-1,111.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.6% | +1.3% | +3.3% | +4.0% |
| 30D | -13.9% | +8.2% | -22.1% | -16.4% |
| 3M | -26.6% | +3.8% | -30.4% | -28.3% |
| 6M | +15.4% | +15.3% | +0.1% | +8.0% |
| YTD | +5.7% | +41.7% | -36.0% | -8.1% |
| 1Y | +41.1% | +23.6% | +17.6% | +28.1% |
| 3Y | +1,228.6% | +23.3% | +1,205.3% | +1,098.2% |
| 5Y | +3,240.6% | +170.4% | +3,070.2% | +2,151.7% |
| 10Y | +2,760.3% | +125.5% | +2,634.8% | +1,721.8% |
| All | +3,231.7% | +4,342.8% | -1,111.0% | +755.2% |
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