+360.4%
CFG vs EQNR
+211.8%
+148.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -0.4% | +6.4% | -6.9% | -2.9% |
| 30D | -4.6% | +10.4% | -15.0% | -8.5% |
| 3M | +6.7% | +23.1% | -16.4% | -3.0% |
| 6M | +22.1% | +36.3% | -14.2% | +4.2% |
| YTD | +23.2% | +96.0% | -72.8% | -10.9% |
| 1Y | +40.3% | +94.2% | -54.0% | +1.4% |
| 3Y | +187.9% | +75.3% | +112.6% | +109.7% |
| 5Y | +102.0% | +187.2% | -85.3% | +5.8% |
| 10Y | +313.3% | +415.5% | -102.2% | +58.7% |
| All | +360.4% | +211.8% | +148.7% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling