+1,144.3%
CAT vs EQNR
+416.8%
+727.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +0.6% | +6.4% | -5.9% | -1.7% |
| 30D | -4.3% | +10.4% | -14.7% | -7.9% |
| 3M | -8.6% | +23.1% | -31.7% | -16.5% |
| 6M | +16.1% | +36.3% | -20.2% | -0.5% |
| YTD | +43.8% | +96.0% | -52.2% | +4.9% |
| 1Y | +91.5% | +94.2% | -2.8% | +39.2% |
| 3Y | +202.7% | +75.3% | +127.5% | +122.7% |
| 5Y | +335.1% | +187.2% | +147.9% | +135.1% |
| All | +1,144.3% | +416.8% | +727.5% | +397.3% |
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