+119.0%
EOG vs CRL
+249.3%
-130.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | +1.0% | -6.9% | +8.0% | +2.6% |
| 30D | +2.8% | -3.2% | +6.0% | +3.5% |
| 3M | +5.9% | +46.5% | -40.6% | -3.7% |
| 6M | +17.1% | +63.1% | -46.1% | +2.4% |
| YTD | +43.9% | +36.9% | +7.1% | +30.7% |
| 1Y | +26.9% | +78.1% | -51.2% | +6.7% |
| 3Y | +23.6% | +36.7% | -13.1% | +5.4% |
| 5Y | +178.1% | -38.1% | +216.2% | +200.0% |
| All | +119.0% | +249.3% | -130.3% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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