+94.2%
EQNR vs CRL
+80.5%
+13.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.4% |
| 7D | +6.4% | -3.5% | +10.0% | +5.9% |
| 30D | +10.4% | -2.1% | +12.5% | +10.1% |
| 3M | +23.1% | +48.0% | -24.9% | +30.0% |
| 6M | +36.3% | +64.7% | -28.4% | +46.3% |
| YTD | +96.0% | +39.5% | +56.5% | +108.0% |
| 1Y | +94.2% | +74.2% | +20.0% | +105.8% |
| All | +94.2% | +80.5% | +13.7% | +105.8% |
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