+309.0%
CFG vs EQNR
+416.8%
-107.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -0.4% | +6.4% | -6.9% | -3.1% |
| 30D | -4.6% | +10.4% | -15.0% | -8.8% |
| 3M | +6.7% | +23.1% | -16.4% | -3.9% |
| 6M | +22.1% | +36.3% | -14.2% | +2.3% |
| YTD | +23.2% | +96.0% | -72.8% | -14.2% |
| 1Y | +40.3% | +94.2% | -54.0% | -2.5% |
| 3Y | +187.9% | +75.3% | +112.6% | +101.6% |
| 5Y | +102.0% | +187.2% | -85.3% | -7.0% |
| All | +309.0% | +416.8% | -107.8% | +28.2% |
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