+3,154.0%
CLS vs EQNR
+416.8%
+2,737.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.2% | +6.8% |
| 7D | +10.9% | +6.4% | +4.5% | +8.6% |
| 30D | +2.1% | +10.4% | -8.3% | -1.5% |
| 3M | -10.2% | +23.1% | -33.3% | -17.8% |
| 6M | +30.4% | +36.3% | -5.9% | +12.4% |
| YTD | +17.2% | +96.0% | -78.7% | -13.8% |
| 1Y | +41.0% | +94.2% | -53.2% | +3.2% |
| 3Y | +1,338.0% | +75.3% | +1,262.7% | +969.0% |
| 5Y | +3,860.6% | +187.2% | +3,673.4% | +2,043.1% |
| All | +3,154.0% | +416.8% | +2,737.2% | +1,085.2% |
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