-11.8%
CAG vs EQNR
+85.2%
-97.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -3.8% | +1.7% | -5.5% | -3.7% |
| 30D | +3.1% | +11.5% | -8.3% | +3.4% |
| 3M | +23.5% | +12.9% | +10.6% | +23.5% |
| 6M | -14.8% | +36.0% | -50.8% | -16.5% |
| YTD | -5.4% | +84.1% | -89.6% | -10.2% |
| 1Y | -11.8% | +83.8% | -95.6% | -16.2% |
| All | -11.8% | +85.2% | -97.0% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling