+49.5%
EOG vs CCI
+2.5%
+47.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.6% |
| 7D | +7.6% | +2.5% | +5.1% | +7.4% |
| 30D | +3.4% | +14.4% | -11.1% | +1.8% |
| 3M | +12.7% | +21.7% | -9.0% | +10.5% |
| 6M | +19.0% | +4.0% | +15.0% | +18.7% |
| YTD | +55.6% | +6.2% | +49.4% | +52.8% |
| 1Y | +49.5% | +5.4% | +44.1% | +46.8% |
| All | +49.5% | +2.5% | +47.1% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling