+176.4%
EOG vs CFG
+99.7%
+76.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +3.4% | -4.5% | +7.9% | +4.6% |
| 3M | +7.8% | +6.3% | +1.5% | +5.4% |
| 6M | +13.4% | +20.6% | -7.2% | +5.9% |
| YTD | +43.5% | +21.2% | +22.2% | +33.1% |
| 1Y | +29.7% | +38.2% | -8.5% | +14.7% |
| 3Y | +23.2% | +185.9% | -162.8% | -17.2% |
| 5Y | +176.4% | +97.0% | +79.4% | +83.0% |
| All | +176.4% | +99.7% | +76.7% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling