+111.4%
EOG vs CVE
+159.5%
-48.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.2% |
| 7D | +1.3% | +2.5% | -1.2% | -0.2% |
| 30D | +8.2% | +16.7% | -8.6% | -1.1% |
| 3M | +3.8% | +9.3% | -5.4% | -1.7% |
| 6M | +15.3% | +43.6% | -28.3% | -6.8% |
| YTD | +41.7% | +93.6% | -51.9% | -3.9% |
| 1Y | +23.6% | +98.8% | -75.2% | -17.8% |
| 3Y | +23.3% | +73.6% | -50.3% | -13.8% |
| 5Y | +170.4% | +312.5% | -142.1% | +14.6% |
| All | +111.4% | +159.5% | -48.0% | -10.0% |
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