+224.3%
CTVA vs EOG
+119.3%
+105.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -2.1% | -2.0% | -0.1% | -1.5% |
| 30D | +12.0% | +7.9% | +4.2% | +9.3% |
| 3M | +13.5% | +4.5% | +9.0% | +11.3% |
| 6M | +12.1% | +12.3% | -0.2% | +7.2% |
| YTD | +29.0% | +41.9% | -12.9% | +14.3% |
| 1Y | +18.9% | +27.8% | -9.0% | +8.6% |
| 3Y | +78.9% | +21.8% | +57.1% | +63.7% |
| 5Y | +105.2% | +174.0% | -68.8% | +40.7% |
| All | +224.3% | +119.3% | +105.0% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling