+29.0%
CAPR vs EQNR
+72.8%
-43.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -11.0% | +6.4% | -17.4% | -14.0% |
| 30D | +99.8% | +10.4% | +89.4% | +89.0% |
| 3M | -66.6% | +23.1% | -89.7% | -68.9% |
| 6M | -75.1% | +36.3% | -111.4% | -79.1% |
| YTD | -71.0% | +96.0% | -167.0% | -81.3% |
| 1Y | +30.0% | +94.2% | -64.3% | -16.8% |
| 3Y | +29.0% | +75.3% | -46.3% | -21.0% |
| All | +29.0% | +72.8% | -43.8% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling