+94.1%
CRH vs EQNR
+183.4%
-89.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | -6.1% | +6.4% | -12.5% | -6.1% |
| 30D | -9.3% | +10.4% | -19.6% | -9.4% |
| 3M | -15.2% | +23.1% | -38.3% | -15.5% |
| 6M | -14.2% | +36.3% | -50.5% | -15.9% |
| YTD | -28.3% | +96.0% | -124.2% | -32.4% |
| 1Y | -21.8% | +94.2% | -116.0% | -26.3% |
| 3Y | +71.6% | +75.3% | -3.6% | +62.0% |
| All | +94.1% | +183.4% | -89.3% | +65.9% |
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