+124.6%
CLF vs EQNR
+416.8%
-292.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | -3.5% | +6.4% | -10.0% | -7.1% |
| 30D | -1.6% | +10.4% | -11.9% | -7.5% |
| 3M | -12.0% | +23.1% | -35.1% | -23.5% |
| 6M | +30.0% | +36.3% | -6.3% | +0.7% |
| YTD | -9.2% | +96.0% | -105.2% | -44.9% |
| 1Y | +2.3% | +94.2% | -91.9% | -38.4% |
| 3Y | -14.4% | +75.3% | -89.7% | -46.8% |
| 5Y | -48.3% | +187.2% | -235.5% | -80.0% |
| All | +124.6% | +416.8% | -292.2% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling