+293.7%
CDW vs EQNR
+416.8%
-123.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.5% | +8.0% |
| 7D | +0.9% | +6.4% | -5.5% | -0.7% |
| 30D | +13.1% | +10.4% | +2.7% | +10.0% |
| 3M | +19.7% | +23.1% | -3.4% | +12.7% |
| 6M | +30.7% | +36.3% | -5.6% | +19.6% |
| YTD | +14.7% | +96.0% | -81.3% | -4.9% |
| 1Y | -5.3% | +94.2% | -99.5% | -21.5% |
| 3Y | -23.8% | +75.3% | -99.1% | -36.6% |
| 5Y | -16.8% | +187.2% | -204.0% | -44.2% |
| All | +293.7% | +416.8% | -123.1% | +114.0% |
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