+607.3%
CEG vs EQNR
+126.6%
+480.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +0.3% | +5.7% | -5.4% | -0.7% |
| 30D | +2.9% | +11.3% | -8.4% | +0.8% |
| 3M | +18.2% | +21.5% | -3.3% | +13.6% |
| 6M | -9.5% | +41.8% | -51.4% | -17.4% |
| YTD | -18.7% | +97.3% | -116.0% | -32.4% |
| 1Y | -10.1% | +89.9% | -100.1% | -24.8% |
| 3Y | +168.3% | +76.9% | +91.5% | +124.8% |
| All | +607.3% | +126.6% | +480.7% | +504.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling