+71.6%
CRH vs EOG
+22.5%
+49.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | +1.5% | -7.6% | -6.1% |
| 30D | -9.3% | +2.9% | -12.2% | -9.3% |
| 3M | -15.2% | +8.7% | -23.9% | -15.5% |
| 6M | -14.2% | +12.9% | -27.1% | -15.6% |
| YTD | -28.3% | +43.8% | -72.1% | -32.7% |
| 1Y | -21.8% | +27.1% | -48.8% | -24.6% |
| 3Y | +71.6% | +25.9% | +45.7% | +61.2% |
| All | +71.6% | +22.5% | +49.1% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling