-0.8%
CCL vs EQNR
+183.4%
-184.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -3.2% | +6.4% | -9.7% | -3.3% |
| 30D | -17.8% | +10.4% | -28.1% | -17.9% |
| 3M | -18.7% | +23.1% | -41.8% | -19.0% |
| 6M | -11.4% | +36.3% | -47.7% | -14.4% |
| YTD | -24.3% | +96.0% | -120.3% | -31.9% |
| 1Y | -28.8% | +94.2% | -123.0% | -36.0% |
| 3Y | +49.3% | +75.3% | -25.9% | +34.7% |
| All | -0.8% | +183.4% | -184.2% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling