+108.2%
EOG vs CAG
-41.2%
+149.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.5% |
| 7D | +7.4% | -6.2% | +13.6% | +8.3% |
| 30D | +2.3% | +7.4% | -5.2% | +0.9% |
| 3M | +9.5% | -1.6% | +11.1% | +9.4% |
| 6M | +17.7% | +6.3% | +11.3% | +15.8% |
| YTD | +52.9% | -10.1% | +63.0% | +54.7% |
| 1Y | +47.7% | -10.2% | +57.9% | +49.4% |
| 3Y | +41.1% | -37.3% | +78.4% | +50.2% |
| 5Y | +108.2% | -41.6% | +149.8% | +115.8% |
| All | +108.2% | -41.2% | +149.4% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling