+70.2%
CIFR vs EQNR
+372.5%
-302.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.8% |
| 7D | -5.0% | +6.4% | -11.5% | -5.5% |
| 30D | -5.7% | +10.4% | -16.1% | -6.6% |
| 3M | -25.5% | +23.1% | -48.6% | -27.0% |
| 6M | +19.4% | +36.3% | -16.9% | +13.4% |
| YTD | +14.2% | +96.0% | -81.8% | +1.0% |
| 1Y | +69.0% | +94.2% | -25.2% | +49.1% |
| 3Y | +503.9% | +75.3% | +428.7% | +439.3% |
| 5Y | +27.7% | +187.2% | -159.6% | +6.7% |
| All | +70.2% | +372.5% | -302.3% | +38.6% |
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 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