+11.8%
CRM vs EOG
+22.5%
-10.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | +1.5% | -5.9% | -4.7% |
| 30D | +28.1% | +2.9% | +25.2% | +27.5% |
| 3M | +48.8% | +8.7% | +40.1% | +46.2% |
| 6M | +28.3% | +12.9% | +15.4% | +24.9% |
| YTD | -6.0% | +43.8% | -49.8% | -12.7% |
| 1Y | +1.4% | +27.1% | -25.6% | -3.2% |
| 3Y | +11.8% | +25.9% | -14.1% | +5.3% |
| All | +11.8% | +22.5% | -10.7% | +5.3% |
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