+984.5%
CI vs EQNR
+2,040.5%
-1,056.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.3% | +5.7% | -7.1% | -3.0% |
| 30D | +3.1% | +11.3% | -8.1% | -0.2% |
| 3M | -4.5% | +21.5% | -26.0% | -10.4% |
| 6M | +8.3% | +41.8% | -33.6% | -4.1% |
| YTD | +3.8% | +97.3% | -93.5% | -17.2% |
| 1Y | -5.0% | +89.9% | -94.9% | -23.6% |
| 3Y | +5.8% | +76.9% | -71.1% | -15.6% |
| 5Y | +50.6% | +189.2% | -138.6% | -2.1% |
| 10Y | +143.3% | +419.0% | -275.7% | +23.7% |
| All | +984.5% | +2,040.5% | -1,056.1% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling