+322.0%
CMG vs EOG
+121.1%
+200.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.1% | +1.5% | -3.6% | -2.3% |
| 30D | +10.9% | +2.9% | +8.0% | +10.3% |
| 3M | +15.8% | +8.7% | +7.1% | +13.8% |
| 6M | +6.9% | +12.9% | -6.0% | +3.9% |
| YTD | -2.2% | +43.8% | -46.0% | -9.3% |
| 1Y | -7.1% | +27.1% | -34.2% | -11.9% |
| 3Y | -7.1% | +25.9% | -33.0% | -12.9% |
| 5Y | -4.8% | +177.9% | -182.7% | -25.9% |
| All | +322.0% | +121.1% | +200.9% | +194.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling