+34.8%
CF vs EQNR
+89.2%
-54.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.2% | +1.8% | -0.2% |
| 7D | -6.9% | -10.2% | +3.3% | -0.1% |
| 30D | -3.7% | +1.1% | -4.8% | -5.1% |
| 3M | -5.0% | +10.3% | -15.3% | -11.9% |
| 6M | -10.5% | +5.7% | -16.1% | -14.3% |
| YTD | +46.5% | +87.2% | -40.7% | -3.0% |
| 1Y | +34.8% | +87.4% | -52.6% | -11.0% |
| All | +34.8% | +89.2% | -54.4% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling