+23.6%
EOG vs CF
+62.4%
-38.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.7% |
| 7D | +1.3% | +6.0% | -4.7% | -1.0% |
| 30D | +8.2% | +14.8% | -6.7% | +2.5% |
| 3M | +3.8% | +14.1% | -10.2% | -1.3% |
| 6M | +15.3% | +28.5% | -13.2% | +3.4% |
| YTD | +41.7% | +74.9% | -33.2% | +14.2% |
| 1Y | +23.6% | +61.7% | -38.1% | +0.7% |
| All | +23.6% | +62.4% | -38.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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