+7,608.4%
EOG vs CAG
+604.9%
+7,003.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +1.3% | -3.8% | +5.1% | +2.2% |
| 30D | +8.2% | +3.1% | +5.0% | +7.3% |
| 3M | +3.8% | +23.5% | -19.7% | -1.4% |
| 6M | +15.3% | -14.8% | +30.2% | +18.7% |
| YTD | +41.7% | -5.4% | +47.1% | +42.3% |
| 1Y | +23.6% | -11.8% | +35.4% | +25.8% |
| 3Y | +23.3% | -36.7% | +59.9% | +33.7% |
| 5Y | +170.4% | -40.3% | +210.7% | +195.1% |
| 10Y | +125.5% | -37.0% | +162.5% | +133.3% |
| All | +7,608.4% | +604.9% | +7,003.5% | +4,711.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling