+7,617.4%
EOG vs CTAS
+23,132.7%
-15,515.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +7.9% | -1.0% | +8.9% | +8.1% |
| 3M | +4.5% | +15.8% | -11.3% | -0.3% |
| 6M | +12.3% | -1.0% | +13.3% | +11.8% |
| YTD | +41.9% | +7.4% | +34.5% | +37.8% |
| 1Y | +27.8% | -0.1% | +28.0% | +26.7% |
| 3Y | +21.8% | +66.3% | -44.5% | +2.4% |
| 5Y | +174.0% | +111.0% | +63.0% | +112.5% |
| 10Y | +110.4% | +662.9% | -552.5% | +15.6% |
| All | +7,617.4% | +23,132.7% | -15,515.3% | +2,043.1% |
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