+0.9%
CG vs EQNR
+183.4%
-182.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -9.9% | +6.4% | -16.3% | -10.5% |
| 30D | -11.7% | +10.4% | -22.0% | -12.8% |
| 3M | -4.3% | +23.1% | -27.4% | -7.2% |
| 6M | -8.8% | +36.3% | -45.0% | -13.9% |
| YTD | -26.9% | +96.0% | -122.8% | -36.2% |
| 1Y | -35.4% | +94.2% | -129.6% | -43.7% |
| 3Y | +43.0% | +75.3% | -32.2% | +25.9% |
| All | +0.9% | +183.4% | -182.5% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling