+7,705.0%
EOG vs CMI
+19,556.0%
-11,851.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | -1.3% | +0.7% | -2.0% | -1.6% |
| 30D | +3.4% | -12.3% | +15.7% | +8.0% |
| 3M | +7.8% | -16.8% | +24.6% | +13.5% |
| 6M | +13.4% | +1.5% | +11.8% | +9.8% |
| YTD | +43.5% | +9.8% | +33.7% | +34.3% |
| 1Y | +29.7% | +42.6% | -12.9% | +9.8% |
| 3Y | +23.2% | +151.0% | -127.8% | -16.0% |
| 5Y | +176.4% | +167.0% | +9.4% | +83.1% |
| 10Y | +119.1% | +512.2% | -393.0% | +10.5% |
| All | +7,705.0% | +19,556.0% | -11,851.0% | +1,768.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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