-3.8%
CLX vs EQNR
+86.3%
-90.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.4% |
| 7D | +12.4% | -10.6% | +23.0% | +10.4% |
| 30D | +21.1% | -1.1% | +22.2% | +20.9% |
| 3M | -3.3% | +12.6% | -16.0% | -1.4% |
| 6M | +18.8% | +4.9% | +13.9% | +21.5% |
| YTD | +3.9% | +86.1% | -82.2% | -3.7% |
| 1Y | -3.8% | +87.5% | -91.3% | -11.4% |
| All | -3.8% | +86.3% | -90.1% | -11.4% |
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