+27.1%
EOG vs CTAS
+1.1%
+26.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | +2.9% | -0.7% | +3.7% | +3.0% |
| 3M | +8.7% | +11.1% | -2.3% | +8.3% |
| 6M | +12.9% | +2.1% | +10.8% | +15.0% |
| YTD | +43.8% | +8.0% | +35.9% | +45.5% |
| 1Y | +27.1% | -0.5% | +27.5% | +26.2% |
| All | +27.1% | +1.1% | +26.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling