+47.4%
CI vs EQNR
+183.4%
-136.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -0.1% | +6.4% | -6.5% | -0.7% |
| 30D | +1.8% | +10.4% | -8.6% | +0.7% |
| 3M | -4.2% | +23.1% | -27.3% | -6.6% |
| 6M | +8.8% | +36.3% | -27.4% | +4.5% |
| YTD | +3.7% | +96.0% | -92.2% | -4.9% |
| 1Y | -6.1% | +94.2% | -100.3% | -13.9% |
| 3Y | +4.5% | +75.3% | -70.8% | -3.6% |
| All | +47.4% | +183.4% | -136.0% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling