+98.3%
CRS vs EQNR
+85.2%
+13.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.5% |
| 7D | -0.2% | +1.7% | -1.9% | +0.1% |
| 30D | -16.6% | +11.5% | -28.1% | -15.2% |
| 3M | -3.5% | +12.9% | -16.3% | -0.9% |
| 6M | +15.4% | +36.0% | -20.5% | +10.3% |
| YTD | +51.2% | +84.1% | -32.9% | +28.9% |
| 1Y | +98.3% | +83.8% | +14.5% | +68.7% |
| All | +98.3% | +85.2% | +13.1% | +68.7% |
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