+6,781.2%
CME vs EOG
+2,111.8%
+4,669.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | +6.2% | +8.2% | -1.9% | +4.0% |
| 3M | +10.4% | +3.8% | +6.6% | +9.0% |
| 6M | -9.5% | +15.3% | -24.8% | -13.3% |
| YTD | +6.0% | +41.7% | -35.7% | -3.9% |
| 1Y | +9.3% | +23.6% | -14.3% | +2.4% |
| 3Y | +57.7% | +23.3% | +34.4% | +44.3% |
| 5Y | +77.7% | +170.4% | -92.7% | +24.2% |
| 10Y | +281.2% | +125.5% | +155.7% | +141.8% |
| All | +6,781.2% | +2,111.8% | +4,669.4% | +2,119.7% |
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 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