-21.9%
CLX vs EQNR
+85.2%
-107.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.5% |
| 7D | -9.2% | +1.7% | -10.9% | -9.0% |
| 30D | -11.0% | +11.5% | -22.5% | -9.6% |
| 3M | +5.0% | +12.9% | -7.8% | +7.4% |
| 6M | -18.8% | +36.0% | -54.8% | -19.2% |
| YTD | -4.4% | +84.1% | -88.5% | -7.8% |
| 1Y | -21.9% | +83.8% | -105.6% | -24.9% |
| All | -21.9% | +85.2% | -107.1% | -24.9% |
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