+109.7%
EOG vs CFG
+358.2%
-248.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -2.4% | +0.7% | -3.1% | -2.8% |
| 30D | +2.9% | +2.8% | +0.2% | +1.3% |
| 3M | +7.2% | -10.1% | +17.3% | +12.3% |
| 6M | +18.2% | +3.2% | +15.0% | +14.7% |
| YTD | +48.9% | +14.2% | +34.7% | +35.6% |
| 1Y | +46.7% | +27.4% | +19.3% | +26.2% |
| 3Y | +37.4% | +187.6% | -150.2% | -26.1% |
| 5Y | +103.9% | +65.7% | +38.2% | +38.5% |
| 10Y | +127.0% | +219.7% | -92.7% | +2.0% |
| All | +109.7% | +358.2% | -248.5% | -19.6% |
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