+178.1%
EOG vs CLBK
+41.8%
+136.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +1.0% | -1.4% | +2.4% | +1.2% |
| 30D | +2.8% | +4.5% | -1.7% | +2.1% |
| 3M | +5.9% | +22.8% | -16.9% | +2.5% |
| 6M | +17.1% | +43.4% | -26.4% | +10.3% |
| YTD | +43.9% | +64.1% | -20.2% | +32.2% |
| 1Y | +26.9% | +67.6% | -40.7% | +15.9% |
| 3Y | +23.6% | +53.3% | -29.7% | +12.8% |
| 5Y | +178.1% | +44.8% | +133.3% | +128.7% |
| All | +178.1% | +41.8% | +136.3% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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