+604.8%
CRS vs EQNR
+72.8%
+532.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -6.8% | +6.4% | -13.2% | -7.1% |
| 30D | -16.1% | +10.4% | -26.5% | -16.6% |
| 3M | -21.2% | +23.1% | -44.3% | -22.2% |
| 6M | +8.7% | +36.3% | -27.6% | +2.7% |
| YTD | +41.0% | +96.0% | -55.0% | +20.7% |
| 1Y | +82.7% | +94.2% | -11.6% | +56.7% |
| 3Y | +604.8% | +75.3% | +529.5% | +511.7% |
| All | +604.8% | +72.8% | +532.0% | +511.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling