+44.6%
CART vs EQNR
+71.0%
-26.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.8% | +3.2% |
| 7D | -4.6% | +6.4% | -11.0% | -5.1% |
| 30D | +0.6% | +10.4% | -9.8% | -0.4% |
| 3M | +16.3% | +23.1% | -6.8% | +13.4% |
| 6M | +32.1% | +36.3% | -4.2% | +26.8% |
| YTD | +8.3% | +96.0% | -87.6% | -2.1% |
| 1Y | +6.1% | +94.2% | -88.1% | -4.0% |
| All | +44.6% | +71.0% | -26.4% | +33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling