+287.5%
CAH vs EQNR
+416.8%
-129.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -5.1% | +6.4% | -11.5% | -6.2% |
| 30D | +0.2% | +10.4% | -10.2% | -1.8% |
| 3M | +6.3% | +23.1% | -16.8% | +1.6% |
| 6M | +9.4% | +36.3% | -26.9% | +1.6% |
| YTD | +15.0% | +96.0% | -81.0% | -1.7% |
| 1Y | +55.4% | +94.2% | -38.8% | +32.9% |
| 3Y | +173.8% | +75.3% | +98.6% | +134.6% |
| 5Y | +395.2% | +187.2% | +208.0% | +251.1% |
| All | +287.5% | +416.8% | -129.3% | +124.3% |
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