+5,765.4%
EOG vs CCI
+905.5%
+4,859.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.2% |
| 7D | +1.3% | -0.4% | +1.7% | +1.3% |
| 30D | +8.2% | +2.7% | +5.5% | +7.6% |
| 3M | +3.8% | -18.2% | +22.0% | +7.0% |
| 6M | +15.3% | -14.8% | +30.1% | +17.8% |
| YTD | +41.7% | -12.6% | +54.3% | +44.0% |
| 1Y | +23.6% | -16.7% | +40.3% | +26.4% |
| 3Y | +23.3% | -10.5% | +33.8% | +23.4% |
| 5Y | +170.4% | -51.4% | +221.8% | +195.6% |
| 10Y | +125.5% | +20.0% | +105.5% | +112.6% |
| All | +5,765.4% | +905.5% | +4,859.9% | +3,716.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling