-15.3%
CBRE vs EQNR
+93.1%
-108.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.7% |
| 7D | -5.0% | +6.4% | -11.4% | -3.8% |
| 30D | -4.7% | +10.4% | -15.0% | -2.9% |
| 3M | +6.5% | +23.1% | -16.6% | +10.3% |
| 6M | +6.1% | +36.3% | -30.2% | +9.0% |
| YTD | -12.6% | +96.0% | -108.6% | -10.7% |
| 1Y | -15.3% | +94.2% | -109.5% | -13.9% |
| All | -15.3% | +93.1% | -108.4% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling