+245.6%
CRH vs EQNR
+416.8%
-171.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -6.1% | +6.4% | -12.5% | -7.6% |
| 30D | -9.3% | +10.4% | -19.6% | -11.8% |
| 3M | -15.2% | +23.1% | -38.3% | -20.6% |
| 6M | -14.2% | +36.3% | -50.5% | -23.8% |
| YTD | -28.3% | +96.0% | -124.2% | -43.8% |
| 1Y | -21.8% | +94.2% | -116.0% | -38.9% |
| 3Y | +71.6% | +75.3% | -3.6% | +34.5% |
| 5Y | +96.6% | +187.2% | -90.6% | +14.2% |
| All | +245.6% | +416.8% | -171.2% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling