+47.2%
CAPR vs EQNR
+89.2%
-42.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.2% | +14.5% | +11.8% |
| 7D | +43.2% | -10.2% | +53.4% | +50.5% |
| 30D | +14.7% | +1.1% | +13.6% | +8.3% |
| 3M | +113.9% | +10.3% | +103.6% | +82.7% |
| 6M | -73.4% | +5.7% | -79.0% | -74.8% |
| YTD | -69.1% | +87.2% | -156.3% | -98.1% |
| 1Y | +47.2% | +87.4% | -40.2% | -94.8% |
| All | +47.2% | +89.2% | -42.0% | -94.8% |
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