+86.3%
EQNR vs CRL
+81.9%
+4.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.0% |
| 7D | +2.7% | -1.0% | +3.7% | +2.6% |
| 30D | +10.0% | +25.3% | -15.3% | +13.8% |
| 3M | +13.5% | +63.1% | -49.6% | +21.9% |
| 6M | +39.2% | +67.0% | -27.7% | +51.1% |
| YTD | +86.6% | +47.1% | +39.6% | +100.1% |
| All | +86.3% | +81.9% | +4.4% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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