-29.6%
CLS vs EQNR
+89.2%
-118.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -6.2% | -2.9% | -10.3% |
| 7D | -21.1% | -10.2% | -10.9% | -23.0% |
| 30D | -38.2% | +1.1% | -39.3% | -37.6% |
| 3M | -36.3% | +10.3% | -46.6% | -33.9% |
| 6M | -43.8% | +5.7% | -49.5% | -42.6% |
| YTD | -20.0% | +87.2% | -107.2% | -7.2% |
| 1Y | -29.6% | +87.4% | -117.0% | -17.7% |
| All | -29.6% | +89.2% | -118.8% | -17.7% |
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