+133.5%
EOG vs CRL
+358.0%
-224.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +4.6% | +5.0% | -0.5% | +3.4% |
| 30D | +2.9% | +13.5% | -10.7% | -0.3% |
| 3M | +8.0% | +21.5% | -13.6% | +2.9% |
| 6M | +17.0% | +103.4% | -86.4% | -2.0% |
| YTD | +51.1% | +71.8% | -20.7% | +29.9% |
| 1Y | +45.1% | +97.5% | -52.4% | +20.0% |
| 3Y | +39.4% | +99.2% | -59.8% | +7.6% |
| 5Y | +105.6% | -12.1% | +117.7% | +101.9% |
| 10Y | +133.5% | +359.2% | -225.7% | +35.1% |
| All | +133.5% | +358.0% | -224.5% | +35.1% |
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