+8,362.0%
EOG vs CTAS
+26,175.4%
-17,813.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | +7.6% | +2.0% | +5.6% | +7.0% |
| 30D | +3.4% | +8.7% | -5.3% | +0.7% |
| 3M | +12.7% | +13.3% | -0.6% | +8.4% |
| 6M | +19.0% | +39.4% | -20.4% | +7.2% |
| YTD | +55.6% | +21.5% | +34.1% | +45.4% |
| 1Y | +49.5% | +21.9% | +27.7% | +39.6% |
| 3Y | +43.2% | +73.6% | -30.5% | +18.7% |
| 5Y | +111.8% | +116.2% | -4.4% | +62.9% |
| 10Y | +140.4% | +818.2% | -677.8% | +25.2% |
| All | +8,362.0% | +26,175.4% | -17,813.3% | +2,161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling