+2,756.3%
EOG vs CRL
+1,647.7%
+1,108.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.3% |
| 7D | +7.4% | +8.9% | -1.5% | +5.0% |
| 30D | +2.3% | +14.0% | -11.7% | -1.4% |
| 3M | +9.5% | +19.8% | -10.4% | +3.9% |
| 6M | +17.7% | +102.0% | -84.4% | -3.6% |
| YTD | +52.9% | +70.8% | -17.9% | +28.7% |
| 1Y | +47.7% | +98.7% | -51.1% | +19.1% |
| 3Y | +41.1% | +98.2% | -57.0% | +7.2% |
| 5Y | +108.2% | -11.7% | +119.9% | +92.4% |
| 10Y | +136.3% | +356.7% | -220.4% | +29.5% |
| All | +2,756.3% | +1,647.7% | +1,108.6% | +961.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling