+87.4%
EQNR vs CRL
+85.3%
+2.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.3% | +1.1% | -6.9% |
| 7D | -10.2% | -12.8% | +2.6% | -11.7% |
| 30D | +1.1% | +5.0% | -3.9% | +2.3% |
| 3M | +10.3% | +39.4% | -29.0% | +17.2% |
| 6M | +5.7% | +89.4% | -83.7% | +18.1% |
| YTD | +87.2% | +63.6% | +23.7% | +105.6% |
| 1Y | +87.4% | +83.5% | +3.9% | +101.7% |
| All | +87.4% | +85.3% | +2.1% | +101.7% |
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