+26.0%
EOG vs CRS
+620.4%
-594.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +1.0% | -4.1% | +5.1% | +1.3% |
| 30D | +2.8% | -16.6% | +19.4% | +4.1% |
| 3M | +5.9% | -14.3% | +20.2% | +6.6% |
| 6M | +17.1% | +11.6% | +5.5% | +14.2% |
| YTD | +43.9% | +42.6% | +1.3% | +35.3% |
| 1Y | +26.9% | +81.8% | -54.9% | +14.1% |
| All | +26.0% | +620.4% | -594.4% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling