Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CLS vs EQNR✓SelectedUSD · EQNRCLS vs EQNR performance historyLatest closeAs of+6.56%09/11
Stock and ETF performance explorer

CLS vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,860.6%
EQNR return
+183.4%
Excess return
+3,677.2%
Maximum drawdown
-54.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D+6.6%-0.7%+7.2%+6.7%
7D+10.9%+6.4%+4.5%+9.9%
30D+2.1%+10.4%-8.3%+0.5%
3M-10.2%+23.1%-33.3%-13.6%
6M+30.4%+36.3%-5.9%+21.0%
YTD+17.2%+96.0%-78.7%-1.2%
1Y+41.0%+94.2%-53.2%+18.5%
3Y+1,338.0%+75.3%+1,262.7%+1,119.2%
All+3,860.6%+183.4%+3,677.2%+2,457.9%

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 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