+1,725.3%
CHRW vs EQNR
+2,040.5%
-315.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +4.4% | +5.7% | -1.4% | +2.9% |
| 30D | +5.5% | +11.3% | -5.8% | +2.6% |
| 3M | -17.3% | +21.5% | -38.7% | -21.5% |
| 6M | -12.7% | +41.8% | -54.5% | -21.2% |
| YTD | -4.1% | +97.3% | -101.5% | -20.6% |
| 1Y | +21.2% | +89.9% | -68.7% | +1.0% |
| 3Y | +88.9% | +76.9% | +12.1% | +57.2% |
| 5Y | +93.1% | +189.2% | -96.1% | +36.3% |
| 10Y | +178.1% | +419.0% | -240.9% | +56.0% |
| All | +1,725.3% | +2,040.5% | -315.2% | +592.3% |
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 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