+394.0%
CAH vs EQNR
+183.4%
+210.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -5.1% | +6.4% | -11.5% | -5.4% |
| 30D | +0.2% | +10.4% | -10.2% | -0.4% |
| 3M | +6.3% | +23.1% | -16.8% | +4.9% |
| 6M | +9.4% | +36.3% | -26.9% | +6.9% |
| YTD | +15.0% | +96.0% | -81.0% | +8.9% |
| 1Y | +55.4% | +94.2% | -38.8% | +47.2% |
| 3Y | +173.8% | +75.3% | +98.6% | +160.2% |
| All | +394.0% | +183.4% | +210.6% | +334.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling