+176.4%
EOG vs CTAS
+110.0%
+66.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | +3.4% | -1.1% | +4.4% | +3.6% |
| 3M | +7.8% | +11.5% | -3.7% | +4.5% |
| 6M | +13.4% | +0.2% | +13.2% | +13.1% |
| YTD | +43.5% | +7.2% | +36.3% | +40.2% |
| 1Y | +29.7% | 0.0% | +29.7% | +29.2% |
| 3Y | +23.2% | +65.9% | -42.7% | +2.1% |
| 5Y | +176.4% | +109.6% | +66.8% | +106.7% |
| All | +176.4% | +110.0% | +66.4% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling