+7,715.0%
CME vs EOG
+2,328.0%
+5,387.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.3% |
| 7D | +3.9% | +7.6% | -3.7% | +2.0% |
| 30D | +11.3% | +3.4% | +8.0% | +10.2% |
| 3M | +19.6% | +12.7% | +6.8% | +15.6% |
| 6M | +8.1% | +19.0% | -10.9% | +2.7% |
| YTD | +20.4% | +55.6% | -35.2% | +6.3% |
| 1Y | +16.5% | +49.5% | -33.0% | +3.8% |
| 3Y | +66.4% | +43.2% | +23.3% | +46.5% |
| 5Y | +74.5% | +111.8% | -37.4% | +31.5% |
| 10Y | +308.5% | +140.4% | +168.1% | +155.7% |
| All | +7,715.0% | +2,328.0% | +5,387.0% | +2,355.8% |
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