+73.1%
CME vs EOG
+112.7%
-39.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.6% |
| 7D | +3.9% | +7.6% | -3.7% | +3.3% |
| 30D | +11.3% | +3.4% | +8.0% | +11.0% |
| 3M | +19.6% | +12.7% | +6.8% | +18.3% |
| 6M | +8.1% | +19.0% | -10.9% | +6.4% |
| YTD | +20.4% | +55.6% | -35.2% | +16.3% |
| 1Y | +16.5% | +49.5% | -33.0% | +12.8% |
| 3Y | +66.4% | +43.2% | +23.3% | +60.3% |
| All | +73.1% | +112.7% | -39.7% | +47.7% |
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