+56.1%
CDE vs EQNR
+416.8%
-360.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -3.1% | +6.4% | -9.5% | -5.8% |
| 30D | +9.5% | +10.4% | -0.9% | +4.5% |
| 3M | +25.5% | +23.1% | +2.4% | +11.9% |
| 6M | -7.9% | +36.3% | -44.2% | -25.2% |
| YTD | +15.6% | +96.0% | -80.4% | -23.3% |
| 1Y | +34.0% | +94.2% | -60.2% | -11.5% |
| 3Y | +791.9% | +75.3% | +716.7% | +508.7% |
| 5Y | +197.7% | +187.2% | +10.5% | +48.0% |
| All | +56.1% | +416.8% | -360.7% | -55.3% |
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