+25.6%
EOG vs CLX
-35.1%
+60.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.1% |
| 7D | -1.3% | -4.9% | +3.6% | -1.4% |
| 30D | +3.4% | -15.8% | +19.2% | +3.1% |
| 3M | +7.8% | -7.9% | +15.8% | +7.8% |
| 6M | +13.4% | -19.0% | +32.4% | +14.7% |
| YTD | +43.5% | -7.9% | +51.4% | +43.3% |
| 1Y | +29.7% | -25.4% | +55.0% | +31.6% |
| All | +25.6% | -35.1% | +60.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling