-14.8%
CRH vs EOG
+45.9%
-60.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.2% | +10.9% | +3.5% |
| 7D | +14.2% | -8.6% | +22.8% | +10.3% |
| 30D | +19.5% | +2.8% | +16.8% | +20.9% |
| 3M | +0.4% | +3.2% | -2.8% | +2.2% |
| 6M | -10.1% | +5.3% | -15.5% | -6.8% |
| YTD | -19.9% | +44.5% | -64.4% | -11.4% |
| 1Y | -14.8% | +44.2% | -59.0% | -6.4% |
| All | -14.8% | +45.9% | -60.7% | -6.4% |
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