-71.1%
CIFR vs EQNR
+89.2%
-160.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -6.2% | -13.7% | -21.8% |
| 7D | -26.7% | -10.2% | -16.5% | -29.5% |
| 30D | -58.0% | +1.1% | -59.1% | -57.4% |
| 3M | -68.1% | +10.3% | -78.4% | -66.7% |
| 6M | -63.7% | +5.7% | -69.3% | -61.2% |
| YTD | -56.0% | +87.2% | -143.2% | -61.6% |
| 1Y | -71.1% | +87.4% | -158.5% | -74.6% |
| All | -71.1% | +89.2% | -160.3% | -74.6% |
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