+601.9%
EOG vs CF
+5,449.8%
-4,848.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.0% |
| 7D | -2.4% | +4.8% | -7.1% | -4.4% |
| 30D | +2.9% | +9.7% | -6.8% | -1.2% |
| 3M | +7.2% | +1.2% | +6.0% | +6.2% |
| 6M | +18.2% | +7.4% | +10.8% | +13.7% |
| YTD | +48.9% | +60.5% | -11.7% | +18.5% |
| 1Y | +46.7% | +50.7% | -4.1% | +19.8% |
| 3Y | +37.4% | +64.8% | -27.4% | +4.6% |
| 5Y | +103.9% | +115.8% | -11.9% | +33.2% |
| 10Y | +127.0% | +481.0% | -354.0% | -4.3% |
| All | +601.9% | +5,449.8% | -4,848.0% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling