+1,338.0%
CLS vs EQNR
+72.8%
+1,265.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.2% | +6.6% |
| 7D | +10.9% | +6.4% | +4.5% | +10.6% |
| 30D | +2.1% | +10.4% | -8.3% | +1.5% |
| 3M | -10.2% | +23.1% | -33.3% | -11.8% |
| 6M | +30.4% | +36.3% | -5.9% | +23.8% |
| YTD | +17.2% | +96.0% | -78.7% | +1.3% |
| 1Y | +41.0% | +94.2% | -53.2% | +21.4% |
| 3Y | +1,338.0% | +75.3% | +1,262.7% | +1,121.7% |
| All | +1,338.0% | +72.8% | +1,265.2% | +1,121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling