+19.9%
CFG vs EQNR
+41.1%
-21.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.3% |
| 7D | -1.7% | +5.7% | -7.4% | -0.6% |
| 30D | -4.6% | +11.3% | -15.9% | -2.6% |
| 3M | +7.9% | +21.5% | -13.6% | +12.4% |
| 6M | +19.9% | +41.8% | -22.0% | +32.0% |
| All | +19.9% | +41.1% | -21.3% | +32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling