+5,464.0%
CAT vs EQNR
+2,025.8%
+3,438.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +0.6% | +6.4% | -5.9% | -2.1% |
| 30D | -4.3% | +10.4% | -14.7% | -8.4% |
| 3M | -8.6% | +23.1% | -31.7% | -17.6% |
| 6M | +16.1% | +36.3% | -20.2% | -2.2% |
| YTD | +43.8% | +96.0% | -52.2% | +2.5% |
| 1Y | +91.5% | +94.2% | -2.8% | +36.0% |
| 3Y | +202.7% | +75.3% | +127.5% | +117.2% |
| 5Y | +335.1% | +187.2% | +147.9% | +136.4% |
| 10Y | +1,161.7% | +415.5% | +746.3% | +395.5% |
| All | +5,464.0% | +2,025.8% | +3,438.2% | +1,510.7% |
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