+305.8%
CG vs EQNR
+277.6%
+28.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -9.9% | +6.4% | -16.3% | -11.8% |
| 30D | -11.7% | +10.4% | -22.0% | -14.8% |
| 3M | -4.3% | +23.1% | -27.4% | -11.9% |
| 6M | -8.8% | +36.3% | -45.0% | -20.4% |
| YTD | -26.9% | +96.0% | -122.8% | -44.8% |
| 1Y | -35.4% | +94.2% | -129.6% | -51.3% |
| 3Y | +43.0% | +75.3% | -32.2% | +8.9% |
| 5Y | +1.9% | +187.2% | -185.3% | -40.7% |
| 10Y | +313.9% | +415.5% | -101.6% | +72.6% |
| All | +305.8% | +277.6% | +28.2% | +69.7% |
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