+119.0%
EOG vs CAG
-35.7%
+154.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.8% |
| 7D | +1.0% | -5.9% | +6.9% | +2.1% |
| 30D | +2.8% | -1.5% | +4.4% | +3.1% |
| 3M | +5.9% | +11.5% | -5.6% | +3.4% |
| 6M | +17.1% | -15.7% | +32.8% | +20.2% |
| YTD | +43.9% | -10.2% | +54.1% | +45.9% |
| 1Y | +26.9% | -18.1% | +44.9% | +30.7% |
| 3Y | +23.6% | -39.4% | +62.9% | +33.5% |
| 5Y | +178.1% | -42.6% | +220.7% | +201.9% |
| All | +119.0% | -35.7% | +154.8% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling