-37.7%
CAG vs EQNR
+416.8%
-454.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -5.7% | +6.4% | -12.1% | -6.2% |
| 30D | -2.4% | +10.4% | -12.8% | -3.2% |
| 3M | +9.8% | +23.1% | -13.3% | +7.6% |
| 6M | -10.8% | +36.3% | -47.1% | -13.8% |
| YTD | -10.8% | +96.0% | -106.8% | -17.0% |
| 1Y | -19.0% | +94.2% | -113.2% | -24.6% |
| 3Y | -39.7% | +75.3% | -114.9% | -43.7% |
| 5Y | -43.0% | +187.2% | -230.2% | -50.7% |
| All | -37.7% | +416.8% | -454.5% | -52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling