+134.7%
CIFR vs EQNR
+87.7%
+47.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -2.1% | +16.5% | +13.8% |
| 7D | +3.6% | +2.7% | +0.9% | +4.4% |
| 30D | -14.8% | +10.0% | -24.7% | -12.3% |
| 3M | -33.8% | +13.5% | -47.3% | -29.4% |
| 6M | +18.1% | +39.2% | -21.2% | +21.2% |
| YTD | +17.7% | +86.6% | -68.9% | +12.9% |
| All | +134.7% | +87.7% | +47.0% | +121.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling