+421.5%
CARR vs EQNR
+659.4%
-237.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -3.8% | +6.4% | -10.2% | -4.6% |
| 30D | -8.9% | +10.4% | -19.3% | -10.3% |
| 3M | -17.3% | +23.1% | -40.4% | -20.2% |
| 6M | -1.4% | +36.3% | -37.7% | -7.7% |
| YTD | +10.0% | +96.0% | -86.0% | -4.6% |
| 1Y | -6.4% | +94.2% | -100.6% | -18.8% |
| 3Y | +1.5% | +75.3% | -73.7% | -11.5% |
| 5Y | +9.3% | +187.2% | -177.9% | -19.3% |
| All | +421.5% | +659.4% | -237.9% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling