+25.6%
EOG vs CAG
-37.6%
+63.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -1.3% | -6.6% | +5.3% | -0.5% |
| 30D | +3.4% | +2.3% | +1.1% | +3.1% |
| 3M | +7.8% | +16.3% | -8.5% | +5.6% |
| 6M | +13.4% | -16.0% | +29.4% | +16.1% |
| YTD | +43.5% | -7.7% | +51.2% | +44.8% |
| 1Y | +29.7% | -16.0% | +45.7% | +32.4% |
| All | +25.6% | -37.6% | +63.2% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling