+320.6%
EOG vs CG
+282.0%
+38.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +7.6% | +0.2% | +7.4% | +7.4% |
| 30D | +3.4% | +11.2% | -7.8% | -0.8% |
| 3M | +12.7% | -22.1% | +34.8% | +21.4% |
| 6M | +19.0% | -17.9% | +36.9% | +24.5% |
| YTD | +55.6% | -31.3% | +86.9% | +70.3% |
| 1Y | +49.5% | -24.0% | +73.5% | +57.5% |
| 3Y | +43.2% | +45.0% | -1.8% | +11.1% |
| 5Y | +111.8% | -22.6% | +134.5% | +100.8% |
| 10Y | +140.4% | +282.1% | -141.7% | +16.1% |
| All | +320.6% | +282.0% | +38.6% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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