+44.2%
EOG vs CAG
-6.8%
+51.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.0% | -11.2% | -5.7% |
| 7D | -8.6% | +9.7% | -18.3% | -9.4% |
| 30D | +2.8% | +15.8% | -13.0% | +1.3% |
| 3M | +3.2% | +1.8% | +1.4% | +3.0% |
| 6M | +5.3% | +11.5% | -6.2% | +3.9% |
| YTD | +44.5% | -6.7% | +51.2% | +46.2% |
| 1Y | +44.2% | -5.6% | +49.8% | +46.1% |
| All | +44.2% | -6.8% | +51.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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