+3,199.8%
EOG vs CNI
+6,494.7%
-3,294.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.6% |
| 7D | -1.3% | +0.9% | -2.2% | -1.8% |
| 30D | +3.4% | -2.1% | +5.5% | +4.4% |
| 3M | +7.8% | +1.8% | +6.0% | +6.3% |
| 6M | +13.4% | +14.8% | -1.5% | +3.5% |
| YTD | +43.5% | +25.4% | +18.1% | +24.1% |
| 1Y | +29.7% | +32.9% | -3.3% | +8.2% |
| 3Y | +23.2% | +20.2% | +3.0% | +6.5% |
| 5Y | +176.4% | +12.2% | +164.3% | +145.4% |
| 10Y | +119.1% | +136.0% | -16.9% | +32.8% |
| All | +3,199.8% | +6,494.7% | -3,294.9% | +584.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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