+125.4%
CHD vs EQNR
+416.8%
-291.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -4.5% | +6.4% | -10.9% | -4.6% |
| 30D | -6.7% | +10.4% | -17.1% | -6.9% |
| 3M | -2.7% | +23.1% | -25.8% | -3.2% |
| 6M | -4.9% | +36.3% | -41.2% | -5.9% |
| YTD | +13.3% | +96.0% | -82.6% | +10.7% |
| 1Y | +1.0% | +94.2% | -93.2% | -1.3% |
| 3Y | +1.3% | +75.3% | -73.9% | -0.9% |
| 5Y | +20.8% | +187.2% | -166.4% | +13.5% |
| All | +125.4% | +416.8% | -291.4% | +93.7% |
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 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