+35.6%
CGNX vs EQNR
+76.6%
-41.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +2.3% |
| 7D | -2.5% | -3.4% | +0.9% | -3.6% |
| 30D | -16.3% | -5.9% | -10.4% | -17.6% |
| 3M | -17.7% | +2.0% | -19.6% | -16.1% |
| 6M | -22.9% | +10.3% | -33.2% | -17.3% |
| YTD | +44.4% | +80.8% | -36.4% | +88.1% |
| 1Y | +35.6% | +75.5% | -39.9% | +77.9% |
| All | +35.6% | +76.6% | -41.1% | +77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling