+40.2%
CART vs EQNR
+72.2%
-32.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -8.7% | +5.7% | -14.4% | -9.1% |
| 30D | -4.4% | +11.3% | -15.6% | -5.3% |
| 3M | +14.6% | +21.5% | -6.9% | +12.1% |
| 6M | +24.4% | +41.8% | -17.5% | +18.7% |
| YTD | +5.0% | +97.3% | -92.3% | -5.2% |
| 1Y | +0.5% | +89.9% | -89.4% | -8.6% |
| All | +40.2% | +72.2% | -32.0% | +29.1% |
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