+42.4%
CART vs EQNR
+65.6%
-23.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -6.3% |
| 7D | -4.1% | -1.9% | -2.2% | -3.9% |
| 30D | -4.3% | +12.6% | -16.9% | -5.5% |
| 3M | +13.1% | +16.5% | -3.4% | +11.0% |
| 6M | +26.0% | +31.8% | -5.7% | +21.3% |
| YTD | +6.7% | +89.8% | -83.1% | -3.3% |
| 1Y | +6.3% | +87.6% | -81.3% | -3.5% |
| All | +42.4% | +65.6% | -23.2% | +31.7% |
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