+5,760.6%
CRM vs EQNR
+999.9%
+4,760.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | -4.4% | +6.4% | -10.9% | -6.4% |
| 30D | +28.1% | +10.4% | +17.8% | +23.9% |
| 3M | +48.8% | +23.1% | +25.7% | +37.9% |
| 6M | +28.3% | +36.3% | -8.0% | +13.7% |
| YTD | -6.0% | +96.0% | -102.0% | -26.8% |
| 1Y | +1.4% | +94.2% | -92.8% | -21.1% |
| 3Y | +11.8% | +75.3% | -63.4% | -13.0% |
| 5Y | -2.0% | +187.2% | -189.2% | -40.2% |
| 10Y | +239.6% | +415.5% | -175.8% | +48.8% |
| All | +5,760.6% | +999.9% | +4,760.7% | +1,957.3% |
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