+579.7%
CF vs EQNR
+416.8%
+162.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | -0.2% | +6.4% | -6.6% | -4.1% |
| 30D | +11.5% | +10.4% | +1.1% | +4.8% |
| 3M | +25.5% | +23.1% | +2.4% | +9.6% |
| 6M | +11.8% | +36.3% | -24.5% | -8.4% |
| YTD | +74.6% | +96.0% | -21.4% | +14.2% |
| 1Y | +57.7% | +94.2% | -36.5% | +3.3% |
| 3Y | +74.2% | +75.3% | -1.1% | +17.8% |
| 5Y | +223.8% | +187.2% | +36.6% | +51.5% |
| All | +579.7% | +416.8% | +162.9% | +97.0% |
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