+119.1%
EOG vs CFG
+308.1%
-189.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | +3.4% | -4.5% | +7.9% | +5.5% |
| 3M | +7.8% | +6.3% | +1.5% | +3.8% |
| 6M | +13.4% | +20.6% | -7.2% | +1.6% |
| YTD | +43.5% | +21.2% | +22.2% | +27.2% |
| 1Y | +29.7% | +38.2% | -8.5% | +6.9% |
| 3Y | +23.2% | +185.9% | -162.8% | -34.4% |
| 5Y | +176.4% | +97.0% | +79.4% | +69.8% |
| 10Y | +119.1% | +306.8% | -187.7% | -7.0% |
| All | +119.1% | +308.1% | -189.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling