-11.5%
CRS vs EQNR
+86.3%
-97.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.7% |
| 7D | -6.6% | -10.6% | +4.0% | -9.1% |
| 30D | -29.5% | -1.1% | -28.4% | -29.5% |
| 3M | -51.1% | +12.6% | -63.7% | -49.2% |
| 6M | -37.3% | +4.9% | -42.2% | -35.4% |
| YTD | -11.2% | +86.1% | -97.3% | -9.9% |
| 1Y | -11.5% | +87.5% | -99.0% | -9.5% |
| All | -11.5% | +86.3% | -97.7% | -9.5% |
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