+22.1%
CTVA vs EOG
+24.8%
-2.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +4.9% | +1.3% | +3.7% | +4.7% |
| 30D | +11.9% | +8.2% | +3.8% | +10.4% |
| 3M | +13.7% | +3.8% | +9.8% | +12.7% |
| 6M | +13.1% | +15.3% | -2.2% | +8.7% |
| YTD | +32.0% | +41.7% | -9.8% | +20.7% |
| 1Y | +22.1% | +23.6% | -1.5% | +10.3% |
| All | +22.1% | +24.8% | -2.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling