+365.9%
EOG vs CVE
+89.9%
+276.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | +3.8% | +9.3% | -5.4% | -1.8% |
| 6M | +15.3% | +43.6% | -28.3% | -7.2% |
| YTD | +41.7% | +93.6% | -51.9% | -4.6% |
| 1Y | +23.6% | +98.8% | -75.2% | -18.4% |
| 3Y | +23.3% | +73.6% | -50.3% | -14.4% |
| 5Y | +170.4% | +312.5% | -142.1% | +11.6% |
| 10Y | +125.5% | +161.0% | -35.5% | -4.3% |
| All | +365.9% | +89.9% | +276.0% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling