+79.6%
CME vs EQNR
+183.4%
-103.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -1.6% | +6.4% | -8.0% | -2.1% |
| 30D | +5.6% | +10.4% | -4.8% | +4.8% |
| 3M | +5.6% | +23.1% | -17.5% | +3.8% |
| 6M | -8.3% | +36.3% | -44.6% | -10.4% |
| YTD | +4.3% | +96.0% | -91.6% | -0.3% |
| 1Y | +9.1% | +94.2% | -85.1% | +4.3% |
| 3Y | +52.1% | +75.3% | -23.2% | +45.7% |
| All | +79.6% | +183.4% | -103.7% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling