+115.6%
EOG vs CLX
-20.8%
+136.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.8% |
| 7D | +7.6% | +9.5% | -1.9% | +7.9% |
| 30D | +3.4% | +30.7% | -27.3% | +4.1% |
| 3M | +12.7% | +4.2% | +8.5% | +13.1% |
| 6M | +19.0% | +22.1% | -3.1% | +19.7% |
| YTD | +55.6% | +14.1% | +41.5% | +56.5% |
| 1Y | +49.5% | +10.3% | +39.2% | +50.6% |
| 3Y | +43.2% | -7.8% | +51.0% | +45.2% |
| All | +115.6% | -20.8% | +136.4% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling