+76.9%
CF vs EQNR
+74.0%
+2.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -2.0% | +5.7% | -7.7% | -5.1% |
| 30D | +15.3% | +11.3% | +4.0% | +8.3% |
| 3M | +24.3% | +21.5% | +2.8% | +10.7% |
| 6M | +23.9% | +41.8% | -17.9% | +1.8% |
| YTD | +77.3% | +97.3% | -20.1% | +23.1% |
| 1Y | +58.7% | +89.9% | -31.2% | +12.0% |
| All | +76.9% | +74.0% | +2.9% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling