+8,362.0%
EOG vs CLX
+2,867.3%
+5,494.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.6% |
| 7D | +7.6% | +9.5% | -1.9% | +6.4% |
| 30D | +3.4% | +30.7% | -27.3% | -0.3% |
| 3M | +12.7% | +4.2% | +8.5% | +11.9% |
| 6M | +19.0% | +22.1% | -3.1% | +15.3% |
| YTD | +55.6% | +14.1% | +41.5% | +51.5% |
| 1Y | +49.5% | +10.3% | +39.2% | +46.3% |
| 3Y | +43.2% | -7.8% | +51.0% | +42.7% |
| 5Y | +111.8% | -20.8% | +132.7% | +112.8% |
| 10Y | +140.4% | +31.9% | +108.5% | +109.3% |
| All | +8,362.0% | +2,867.3% | +5,494.7% | +4,672.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling