-26.2%
CLX vs EQNR
+93.1%
-119.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.2% |
| 7D | -5.7% | +6.4% | -12.1% | -4.8% |
| 30D | -17.0% | +10.4% | -27.4% | -15.8% |
| 3M | -9.7% | +23.1% | -32.8% | -6.7% |
| 6M | -19.8% | +36.3% | -56.1% | -19.3% |
| YTD | -9.8% | +96.0% | -105.8% | -14.1% |
| 1Y | -26.2% | +94.2% | -120.4% | -29.7% |
| All | -26.2% | +93.1% | -119.3% | -29.7% |
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