-66.6%
CHTR vs EQNR
+72.8%
-139.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | -4.1% | +6.4% | -10.5% | -4.4% |
| 30D | -3.0% | +10.4% | -13.3% | -3.5% |
| 3M | +4.8% | +23.1% | -18.3% | +3.1% |
| 6M | -35.0% | +36.3% | -71.3% | -37.0% |
| YTD | -30.2% | +96.0% | -126.1% | -34.9% |
| 1Y | -44.8% | +94.2% | -139.0% | -48.5% |
| 3Y | -66.6% | +75.3% | -141.8% | -68.5% |
| All | -66.6% | +72.8% | -139.4% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling