+105.2%
CTVA vs EOG
+172.6%
-67.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.7% | +1.0% | -5.7% | -5.0% |
| 30D | +11.1% | +2.8% | +8.3% | +10.1% |
| 3M | +13.7% | +5.9% | +7.8% | +11.2% |
| 6M | +11.2% | +17.1% | -5.8% | +4.9% |
| YTD | +26.9% | +43.9% | -17.0% | +11.8% |
| 1Y | +18.8% | +26.9% | -8.1% | +8.8% |
| 3Y | +75.9% | +23.6% | +52.4% | +60.2% |
| 5Y | +105.2% | +178.1% | -72.9% | +39.8% |
| All | +105.2% | +172.6% | -67.4% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling