+28.2%
EOG vs CFG
+39.4%
-11.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | 0.0% |
| 7D | -2.0% | +2.7% | -4.7% | -1.7% |
| 30D | +7.9% | -3.7% | +11.6% | +7.4% |
| 3M | +4.5% | +9.5% | -5.0% | +5.2% |
| 6M | +12.3% | +22.2% | -9.9% | +13.2% |
| YTD | +41.9% | +22.3% | +19.6% | +41.4% |
| All | +28.2% | +39.4% | -11.2% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling