+4,942.5%
CVX vs EOG
+8,150.5%
-3,207.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | +3.4% | +7.6% | -4.2% | +0.3% |
| 30D | -1.0% | +3.4% | -4.3% | -2.3% |
| 3M | +12.2% | +12.7% | -0.5% | +6.7% |
| 6M | +20.3% | +19.0% | +1.3% | +11.9% |
| YTD | +48.3% | +55.6% | -7.3% | +23.3% |
| 1Y | +46.9% | +49.5% | -2.6% | +24.1% |
| 3Y | +73.1% | +43.2% | +30.0% | +48.6% |
| 5Y | +135.2% | +111.8% | +23.4% | +70.4% |
| 10Y | +214.4% | +140.4% | +74.0% | +98.4% |
| All | +4,942.5% | +8,150.5% | -3,207.9% | +957.7% |
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