+176.4%
EOG vs CRL
-37.6%
+214.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.3% | -4.6% | +3.3% | -0.8% |
| 30D | +3.4% | +0.5% | +2.9% | +3.3% |
| 3M | +7.8% | +46.6% | -38.8% | +2.4% |
| 6M | +13.4% | +57.3% | -43.9% | +5.9% |
| YTD | +43.5% | +39.5% | +3.9% | +36.1% |
| 1Y | +29.7% | +76.9% | -47.2% | +17.6% |
| 3Y | +23.2% | +39.4% | -16.2% | +11.6% |
| 5Y | +176.4% | -37.2% | +213.6% | +169.9% |
| All | +176.4% | -37.6% | +214.0% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling