+120.5%
EOG vs CVE
+136.7%
-16.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | -6.0% | -10.1% | +4.1% | -0.1% |
| 30D | +0.9% | -12.1% | +13.0% | +8.4% |
| 3M | +10.9% | -1.9% | +12.8% | +11.8% |
| 6M | +15.8% | -1.8% | +17.6% | +16.3% |
| YTD | +45.8% | +65.8% | -19.9% | +7.8% |
| 1Y | +45.3% | +60.8% | -15.6% | +9.2% |
| 3Y | +36.2% | +70.1% | -34.0% | -4.1% |
| 5Y | +94.0% | +134.8% | -40.8% | +12.3% |
| 10Y | +120.5% | +130.1% | -9.6% | +2.0% |
| All | +120.5% | +136.7% | -16.2% | +2.0% |
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