+10.7%
CARR vs EQNR
+183.4%
-172.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -3.8% | +6.4% | -10.2% | -4.2% |
| 30D | -8.9% | +10.4% | -19.3% | -9.5% |
| 3M | -17.3% | +23.1% | -40.4% | -18.6% |
| 6M | -1.4% | +36.3% | -37.7% | -5.1% |
| YTD | +10.0% | +96.0% | -86.0% | +0.6% |
| 1Y | -6.4% | +94.2% | -100.6% | -14.4% |
| 3Y | +1.5% | +75.3% | -73.7% | -7.0% |
| All | +10.7% | +183.4% | -172.7% | -0.8% |
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 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