+1,056.5%
CCJ vs EQNR
+416.8%
+639.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -4.0% | +6.4% | -10.5% | -6.4% |
| 30D | -2.4% | +10.4% | -12.7% | -6.4% |
| 3M | -2.3% | +23.1% | -25.4% | -11.6% |
| 6M | -16.2% | +36.3% | -52.5% | -29.6% |
| YTD | +5.7% | +96.0% | -90.3% | -25.3% |
| 1Y | +21.3% | +94.2% | -73.0% | -14.8% |
| 3Y | +159.4% | +75.3% | +84.1% | +85.2% |
| 5Y | +300.7% | +187.2% | +113.4% | +117.6% |
| All | +1,056.5% | +416.8% | +639.6% | +349.1% |
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 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