+66.4%
CME vs EOG
+43.2%
+23.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.7% |
| 7D | +3.9% | +7.6% | -3.7% | +3.7% |
| 30D | +11.3% | +3.4% | +8.0% | +11.2% |
| 3M | +19.6% | +12.7% | +6.8% | +19.0% |
| 6M | +8.1% | +19.0% | -10.9% | +7.5% |
| YTD | +20.4% | +55.6% | -35.2% | +20.6% |
| 1Y | +16.5% | +49.5% | -33.0% | +16.5% |
| 3Y | +66.4% | +43.2% | +23.3% | +67.1% |
| All | +66.4% | +43.2% | +23.2% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling