-0.8%
CRM vs EOG
+169.9%
-170.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.3% |
| 3M | +48.8% | +8.7% | +40.1% | +45.8% |
| 6M | +28.3% | +12.9% | +15.4% | +24.4% |
| YTD | -6.0% | +43.8% | -49.8% | -13.8% |
| 1Y | +1.4% | +27.1% | -25.6% | -4.4% |
| 3Y | +11.8% | +25.9% | -14.1% | +4.2% |
| All | -0.8% | +169.9% | -170.7% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling