+182.0%
EQNR vs CRL
-37.1%
+219.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | +6.4% | -3.5% | +10.0% | +6.6% |
| 30D | +10.4% | -2.1% | +12.5% | +10.4% |
| 3M | +23.1% | +48.0% | -24.9% | +21.0% |
| 6M | +36.3% | +64.7% | -28.4% | +32.9% |
| YTD | +96.0% | +39.5% | +56.5% | +92.9% |
| 1Y | +94.2% | +74.2% | +20.0% | +87.6% |
| 3Y | +75.3% | +39.4% | +35.9% | +68.4% |
| All | +182.0% | -37.1% | +219.2% | +173.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling