+185.8%
CGNX vs EQNR
+416.8%
-231.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.3% |
| 7D | +3.2% | +6.4% | -3.3% | +1.4% |
| 30D | +6.0% | +10.4% | -4.4% | +3.2% |
| 3M | +3.5% | +23.1% | -19.5% | -3.1% |
| 6M | +26.3% | +36.3% | -10.0% | +12.3% |
| YTD | +79.2% | +96.0% | -16.7% | +39.9% |
| 1Y | +43.8% | +94.2% | -50.4% | +12.3% |
| 3Y | +52.0% | +75.3% | -23.3% | +19.9% |
| 5Y | -24.0% | +187.2% | -211.3% | -54.1% |
| All | +185.8% | +416.8% | -231.0% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling