+516.5%
CLF vs EQNR
+2,046.2%
-1,529.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.9% | -5.0% |
| 7D | -2.7% | +3.8% | -6.4% | -5.8% |
| 30D | -3.2% | +11.4% | -14.6% | -11.9% |
| 3M | -5.0% | +24.8% | -29.8% | -23.0% |
| 6M | +26.6% | +42.3% | -15.7% | -13.8% |
| YTD | -9.0% | +97.9% | -106.8% | -53.4% |
| 1Y | +11.8% | +95.9% | -84.1% | -43.3% |
| 3Y | -15.1% | +77.3% | -92.4% | -55.9% |
| 5Y | -48.2% | +195.3% | -243.5% | -84.8% |
| 10Y | +127.6% | +420.4% | -292.8% | -63.2% |
| All | +516.5% | +2,046.2% | -1,529.7% | -12.6% |
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