-45.9%
CHTR vs EQNR
+416.8%
-462.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | -4.1% | +6.4% | -10.5% | -5.1% |
| 30D | -3.0% | +10.4% | -13.3% | -4.7% |
| 3M | +4.8% | +23.1% | -18.3% | +0.7% |
| 6M | -35.0% | +36.3% | -71.3% | -39.1% |
| YTD | -30.2% | +96.0% | -126.1% | -38.9% |
| 1Y | -44.8% | +94.2% | -139.0% | -51.7% |
| 3Y | -66.6% | +75.3% | -141.8% | -70.6% |
| 5Y | -81.5% | +187.2% | -268.7% | -85.7% |
| All | -45.9% | +416.8% | -462.7% | -65.4% |
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