+137.1%
EOG vs CCI
+67.9%
+69.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.5% |
| 7D | +7.6% | +2.5% | +5.1% | +7.0% |
| 30D | +3.4% | +14.4% | -11.1% | +0.3% |
| 3M | +12.7% | +21.7% | -9.0% | +7.5% |
| 6M | +19.0% | +4.0% | +15.0% | +17.2% |
| YTD | +55.6% | +6.2% | +49.4% | +51.7% |
| 1Y | +49.5% | +5.4% | +44.1% | +46.1% |
| 3Y | +43.2% | +11.7% | +31.4% | +34.7% |
| 5Y | +111.8% | -35.6% | +147.5% | +129.2% |
| All | +137.1% | +67.9% | +69.1% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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