+19.1%
CME vs EQNR
+86.3%
-67.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +3.7% | -10.6% | +14.2% | +5.2% |
| 30D | +13.7% | -1.1% | +14.8% | +13.6% |
| 3M | +16.6% | +12.6% | +3.9% | +13.7% |
| 6M | +8.2% | +4.9% | +3.3% | +5.7% |
| YTD | +16.3% | +86.1% | -69.7% | +3.8% |
| 1Y | +19.1% | +87.5% | -68.4% | +6.1% |
| All | +19.1% | +86.3% | -67.2% | +6.1% |
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