+178.1%
EOG vs CRS
+1,358.7%
-1,180.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | +1.0% | -4.1% | +5.1% | +1.7% |
| 30D | +2.8% | -16.6% | +19.4% | +5.9% |
| 3M | +5.9% | -14.3% | +20.2% | +7.8% |
| 6M | +17.1% | +11.6% | +5.5% | +12.2% |
| YTD | +43.9% | +42.6% | +1.3% | +30.0% |
| 1Y | +26.9% | +81.8% | -54.9% | +7.2% |
| 3Y | +23.6% | +632.1% | -608.5% | -30.9% |
| 5Y | +178.1% | +1,401.6% | -1,223.5% | +16.4% |
| All | +178.1% | +1,358.7% | -1,180.6% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling