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  • CRS vs EQNR✓SelectedUSD · EQNRCRS vs EQNR performance historyLatest closeAs of-1.13%09/11
Stock and ETF performance explorer

CRS vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,512.0%
EQNR return
+2,025.8%
Excess return
+2,486.2%
Maximum drawdown
-84.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D-1.1%-0.7%-0.4%-0.7%
7D-6.8%+6.4%-13.2%-10.3%
30D-16.1%+10.4%-26.5%-21.4%
3M-21.2%+23.1%-44.3%-32.3%
6M+8.7%+36.3%-27.6%-16.4%
YTD+41.0%+96.0%-55.0%-14.9%
1Y+82.7%+94.2%-11.6%+10.4%
3Y+604.8%+75.3%+529.5%+327.4%
5Y+1,384.7%+187.2%+1,197.5%+494.6%
10Y+1,362.3%+415.5%+946.9%+293.3%
All+4,512.0%+2,025.8%+2,486.2%+724.8%

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 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