+92.0%
CHRW vs EQNR
+183.4%
-91.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +3.5% | +6.4% | -3.0% | +2.7% |
| 30D | +4.6% | +10.4% | -5.8% | +3.3% |
| 3M | -19.7% | +23.1% | -42.8% | -21.9% |
| 6M | -12.4% | +36.3% | -48.7% | -16.7% |
| YTD | -3.9% | +96.0% | -99.9% | -13.7% |
| 1Y | +18.4% | +94.2% | -75.8% | +6.2% |
| 3Y | +88.8% | +75.3% | +13.6% | +69.9% |
| All | +92.0% | +183.4% | -91.4% | +64.1% |
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