+216.7%
CTVA vs EOG
+122.3%
+94.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.5% | +1.5% | -6.0% | -5.0% |
| 30D | +11.3% | +2.9% | +8.4% | +10.3% |
| 3M | +12.3% | +8.7% | +3.6% | +8.9% |
| 6M | +7.2% | +12.9% | -5.7% | +2.3% |
| YTD | +26.0% | +43.8% | -17.8% | +11.2% |
| 1Y | +16.0% | +27.1% | -11.0% | +6.3% |
| 3Y | +73.9% | +25.9% | +48.0% | +57.5% |
| 5Y | +103.8% | +177.9% | -74.1% | +39.1% |
| All | +216.7% | +122.3% | +94.4% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling