+245.6%
CRH vs EOG
+121.1%
+124.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | +1.5% | -7.6% | -6.4% |
| 30D | -9.3% | +2.9% | -12.2% | -10.0% |
| 3M | -15.2% | +8.7% | -23.9% | -17.5% |
| 6M | -14.2% | +12.9% | -27.1% | -18.1% |
| YTD | -28.3% | +43.8% | -72.1% | -36.1% |
| 1Y | -21.8% | +27.1% | -48.8% | -28.1% |
| 3Y | +71.6% | +25.9% | +45.7% | +55.6% |
| 5Y | +96.6% | +177.9% | -81.3% | +34.4% |
| All | +245.6% | +121.1% | +124.5% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling