+122.5%
CRWV vs EQNR
+85.6%
+36.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -0.4% | +6.4% | -6.9% | -1.5% |
| 30D | -17.4% | +10.4% | -27.8% | -18.9% |
| 3M | -7.1% | +23.1% | -30.1% | -11.7% |
| 6M | +8.6% | +36.3% | -27.7% | -7.2% |
| YTD | +24.3% | +96.0% | -71.7% | -18.1% |
| 1Y | -21.0% | +94.2% | -115.3% | -49.0% |
| All | +122.5% | +85.6% | +36.9% | +46.5% |
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 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