+2,547.1%
EOG vs CRL
+1,379.5%
+1,167.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.1% |
| 7D | +1.3% | -1.0% | +2.3% | +1.5% |
| 30D | +8.2% | +10.7% | -2.5% | +5.4% |
| 3M | +3.8% | +55.3% | -51.5% | -8.1% |
| 6M | +15.3% | +60.7% | -45.3% | -0.3% |
| YTD | +41.7% | +44.6% | -2.9% | +25.1% |
| 1Y | +23.6% | +77.7% | -54.2% | +2.4% |
| 3Y | +23.3% | +37.6% | -14.4% | +3.7% |
| 5Y | +170.4% | -35.8% | +206.2% | +173.2% |
| 10Y | +125.5% | +241.7% | -116.2% | +33.8% |
| All | +2,547.1% | +1,379.5% | +1,167.6% | +931.7% |
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