+118.9%
EOG vs CRS
+1,392.1%
-1,273.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.3% |
| 7D | +1.5% | -6.8% | +8.3% | +3.9% |
| 30D | +2.9% | -16.1% | +19.1% | +8.9% |
| 3M | +8.7% | -21.2% | +29.9% | +16.3% |
| 6M | +12.9% | +8.7% | +4.2% | +5.6% |
| YTD | +43.8% | +41.0% | +2.9% | +21.1% |
| 1Y | +27.1% | +82.7% | -55.6% | -4.9% |
| 3Y | +25.9% | +604.8% | -578.9% | -50.0% |
| 5Y | +177.9% | +1,384.7% | -1,206.8% | -27.2% |
| All | +118.9% | +1,392.1% | -1,273.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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