+8,362.0%
EOG vs CAG
+578.5%
+7,783.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | +7.6% | -3.3% | +11.0% | +8.4% |
| 30D | +3.4% | +7.7% | -4.3% | +1.4% |
| 3M | +12.7% | -3.2% | +15.9% | +13.1% |
| 6M | +19.0% | +7.0% | +12.0% | +16.2% |
| YTD | +55.6% | -9.0% | +64.5% | +56.9% |
| 1Y | +49.5% | -9.6% | +59.1% | +51.0% |
| 3Y | +43.2% | -36.0% | +79.1% | +54.3% |
| 5Y | +111.8% | -40.9% | +152.7% | +130.8% |
| 10Y | +140.4% | -37.3% | +177.7% | +148.4% |
| All | +8,362.0% | +578.5% | +7,783.5% | +5,206.8% |
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 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