+118.6%
EOG vs CVE
+136.1%
-17.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.9% |
| 7D | -11.1% | -16.1% | +5.0% | -1.7% |
| 30D | +2.7% | -10.4% | +13.1% | +9.2% |
| 3M | +8.8% | -2.4% | +11.1% | +9.9% |
| 6M | +10.8% | -4.4% | +15.2% | +13.0% |
| YTD | +44.6% | +64.9% | -20.4% | +7.2% |
| 1Y | +44.6% | +66.0% | -21.4% | +6.6% |
| 3Y | +29.5% | +57.7% | -28.2% | -4.7% |
| 5Y | +96.3% | +144.7% | -48.4% | +11.1% |
| All | +118.6% | +136.1% | -17.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling