+4,683.6%
CVX vs EOG
+7,415.7%
-2,732.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +3.3% | +1.3% | +2.1% | +2.8% |
| 30D | +12.9% | +8.2% | +4.7% | +9.2% |
| 3M | +11.7% | +3.8% | +7.9% | +9.9% |
| 6M | +14.1% | +15.3% | -1.2% | +7.6% |
| YTD | +40.7% | +41.7% | -1.0% | +21.6% |
| 1Y | +37.5% | +23.6% | +13.9% | +25.7% |
| 3Y | +43.9% | +23.3% | +20.7% | +31.3% |
| 5Y | +161.5% | +170.4% | -9.0% | +71.8% |
| 10Y | +215.1% | +125.5% | +89.6% | +104.3% |
| All | +4,683.6% | +7,415.7% | -2,732.0% | +943.4% |
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 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