+43.8%
CGNX vs EQNR
+93.1%
-49.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +3.9% |
| 7D | +3.2% | +6.4% | -3.3% | +5.4% |
| 30D | +6.0% | +10.4% | -4.4% | +9.6% |
| 3M | +3.5% | +23.1% | -19.5% | +12.7% |
| 6M | +26.3% | +36.3% | -10.0% | +41.1% |
| YTD | +79.2% | +96.0% | -16.7% | +103.2% |
| 1Y | +43.8% | +94.2% | -50.4% | +65.2% |
| All | +43.8% | +93.1% | -49.3% | +65.2% |
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