+105.4%
EOG vs CFG
+360.2%
-254.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | -0.5% |
| 7D | -6.0% | +0.3% | -6.3% | -6.2% |
| 30D | +0.9% | +3.2% | -2.4% | -0.9% |
| 3M | +10.9% | -9.7% | +20.6% | +15.9% |
| 6M | +15.8% | +3.6% | +12.1% | +12.2% |
| YTD | +45.8% | +14.7% | +31.2% | +32.6% |
| 1Y | +45.3% | +29.6% | +15.7% | +24.0% |
| 3Y | +36.2% | +190.6% | -154.4% | -27.2% |
| 5Y | +94.0% | +67.1% | +26.9% | +31.2% |
| 10Y | +120.5% | +237.0% | -116.5% | -3.2% |
| All | +105.4% | +360.2% | -254.8% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling