+2,197.2%
CBRE vs EQNR
+1,013.0%
+1,184.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | -5.0% | +6.4% | -11.4% | -8.4% |
| 30D | -4.7% | +10.4% | -15.0% | -10.3% |
| 3M | +6.5% | +23.1% | -16.6% | -7.5% |
| 6M | +6.1% | +36.3% | -30.2% | -16.0% |
| YTD | -12.6% | +96.0% | -108.6% | -44.8% |
| 1Y | -15.3% | +94.2% | -109.5% | -46.7% |
| 3Y | +64.6% | +75.3% | -10.7% | +3.3% |
| 5Y | +45.0% | +187.2% | -142.2% | -41.2% |
| 10Y | +404.2% | +415.5% | -11.3% | +15.6% |
| All | +2,197.2% | +1,013.0% | +1,184.2% | +306.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling