+27.6%
CAVA vs EQNR
+91.5%
-63.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | -8.0% | +6.4% | -14.5% | -8.1% |
| 30D | -19.6% | +10.4% | -29.9% | -19.7% |
| 3M | -36.7% | +23.1% | -59.8% | -36.8% |
| 6M | -30.6% | +36.3% | -66.9% | -32.2% |
| YTD | -4.8% | +96.0% | -100.8% | -11.5% |
| 1Y | -13.1% | +94.2% | -107.3% | -19.2% |
| 3Y | +48.8% | +75.3% | -26.5% | +39.2% |
| All | +27.6% | +91.5% | -63.8% | +16.0% |
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