+44.2%
EOG vs CF
+35.9%
+8.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.4% | -0.8% | -3.4% |
| 7D | -8.6% | -6.9% | -1.7% | -5.9% |
| 30D | +2.8% | -3.7% | +6.5% | +4.4% |
| 3M | +3.2% | -5.0% | +8.1% | +5.3% |
| 6M | +5.3% | -10.5% | +15.8% | +9.5% |
| YTD | +44.5% | +46.5% | -2.0% | +20.7% |
| 1Y | +44.2% | +34.8% | +9.3% | +24.4% |
| All | +44.2% | +35.9% | +8.3% | +24.4% |
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