+72.6%
EOG vs CLBK
+67.9%
+4.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.3% | +1.2% | +0.1% | +0.8% |
| 30D | +8.2% | +9.1% | -1.0% | +4.3% |
| 3M | +3.8% | +27.7% | -23.9% | -6.4% |
| 6M | +15.3% | +40.8% | -25.5% | -0.7% |
| YTD | +41.7% | +66.4% | -24.7% | +13.0% |
| 1Y | +23.6% | +72.4% | -48.8% | -3.7% |
| 3Y | +23.3% | +50.7% | -27.4% | -3.2% |
| 5Y | +170.4% | +42.9% | +127.5% | +90.8% |
| All | +72.6% | +67.9% | +4.7% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling