+75.3%
CME vs EOG
+179.2%
-104.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | +4.2% | +3.4% | +0.8% | +3.9% |
| 3M | +7.3% | +7.8% | -0.5% | +6.6% |
| 6M | -11.4% | +13.4% | -24.7% | -12.4% |
| YTD | +3.5% | +43.5% | -40.0% | +0.7% |
| 1Y | +8.6% | +29.7% | -21.1% | +6.3% |
| 3Y | +51.6% | +23.2% | +28.4% | +48.1% |
| 5Y | +75.3% | +176.4% | -101.1% | +50.4% |
| All | +75.3% | +179.2% | -104.0% | +50.4% |
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