+7,617.4%
EOG vs CRS
+9,808.7%
-2,191.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.4% |
| 7D | -2.0% | -3.1% | +1.0% | -1.0% |
| 30D | +7.9% | -19.6% | +27.5% | +16.0% |
| 3M | +4.5% | -8.1% | +12.6% | +5.9% |
| 6M | +12.3% | +18.6% | -6.3% | +1.9% |
| YTD | +41.9% | +45.9% | -4.0% | +18.2% |
| 1Y | +27.8% | +82.5% | -54.6% | -3.8% |
| 3Y | +21.8% | +648.9% | -627.1% | -50.0% |
| 5Y | +174.0% | +1,438.1% | -1,264.1% | -20.1% |
| 10Y | +110.4% | +1,327.0% | -1,216.6% | -43.2% |
| All | +7,617.4% | +9,808.7% | -2,191.3% | +1,159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling