Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CMI vs EQNR✓SelectedUSD · EQNRCMI vs EQNR performance historyLatest closeAs of+1.22%09/11
Stock and ETF performance explorer

CMI vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,701.4%
EQNR return
+2,025.8%
Excess return
+7,675.5%
Maximum drawdown
-75.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D+1.2%-0.7%+1.9%+1.5%
7D-0.7%+6.4%-7.2%-3.5%
30D-12.4%+10.4%-22.7%-16.3%
3M-14.8%+23.1%-37.9%-23.5%
6M+0.8%+36.3%-35.5%-15.8%
YTD+10.2%+96.0%-85.8%-22.7%
1Y+37.4%+94.2%-56.8%-3.8%
3Y+153.3%+75.3%+78.0%+78.7%
5Y+167.6%+187.2%-19.6%+37.2%
10Y+514.4%+415.5%+98.9%+106.9%
All+9,701.4%+2,025.8%+7,675.5%+2,226.8%

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