-10.0%
CRM vs EQNR
+84.5%
-94.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -4.0% |
| 7D | -6.8% | -13.9% | +7.1% | -7.1% |
| 30D | -4.9% | +0.9% | -5.8% | -4.8% |
| 3M | +14.6% | +7.4% | +7.1% | +15.0% |
| 6M | +18.4% | +12.6% | +5.8% | +18.3% |
| YTD | -18.8% | +83.7% | -102.5% | -7.5% |
| 1Y | -10.0% | +83.3% | -93.3% | +2.8% |
| All | -10.0% | +84.5% | -94.4% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling