-5.9%
CARR vs EQNR
+84.5%
-90.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.8% |
| 7D | -2.3% | -13.9% | +11.5% | -4.9% |
| 30D | -4.4% | +0.9% | -5.3% | -4.2% |
| 3M | -17.8% | +7.4% | -25.2% | -16.5% |
| 6M | -22.2% | +12.6% | -34.9% | -19.9% |
| YTD | +0.7% | +83.7% | -83.0% | -4.8% |
| 1Y | -5.9% | +83.3% | -89.3% | -10.3% |
| All | -5.9% | +84.5% | -90.4% | -10.3% |
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 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