-10.7%
CMG vs EOG
+24.8%
-35.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.7% |
| 7D | -2.8% | +1.3% | -4.1% | -2.6% |
| 30D | +7.1% | +8.2% | -1.0% | +8.4% |
| 3M | +31.2% | +3.8% | +27.3% | +32.2% |
| 6M | +0.7% | +15.3% | -14.6% | +0.4% |
| YTD | -0.1% | +41.7% | -41.8% | -3.9% |
| 1Y | -10.7% | +23.6% | -34.3% | -13.0% |
| All | -10.7% | +24.8% | -35.5% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling