-14.6%
CRH vs EOG
+24.8%
-39.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.2% |
| 7D | -1.7% | +1.3% | -3.0% | -1.1% |
| 30D | -5.4% | +8.2% | -13.5% | -2.3% |
| 3M | -11.2% | +3.8% | -15.0% | -9.2% |
| 6M | -15.8% | +15.3% | -31.2% | -12.1% |
| YTD | -23.6% | +41.7% | -65.3% | -17.5% |
| 1Y | -14.6% | +23.6% | -38.1% | -10.0% |
| All | -14.6% | +24.8% | -39.4% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling