+43.4%
CBRE vs EQNR
+183.4%
-140.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -5.0% | +6.4% | -11.4% | -5.5% |
| 30D | -4.7% | +10.4% | -15.0% | -5.5% |
| 3M | +6.5% | +23.1% | -16.6% | +4.2% |
| 6M | +6.1% | +36.3% | -30.2% | +1.4% |
| YTD | -12.6% | +96.0% | -108.6% | -21.3% |
| 1Y | -15.3% | +94.2% | -109.5% | -23.8% |
| 3Y | +64.6% | +75.3% | -10.7% | +48.7% |
| All | +43.4% | +183.4% | -140.0% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling