+6,636.0%
CME vs EQNR
+1,976.0%
+4,660.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | -2.4% | +5.7% | -8.1% | -4.1% |
| 30D | +6.2% | +11.3% | -5.1% | +2.5% |
| 3M | +4.4% | +21.5% | -17.1% | -2.4% |
| 6M | -9.6% | +41.8% | -51.5% | -20.4% |
| YTD | +3.8% | +97.3% | -93.5% | -18.2% |
| 1Y | +9.5% | +89.9% | -80.4% | -12.9% |
| 3Y | +51.9% | +76.9% | -24.9% | +19.3% |
| 5Y | +78.7% | +189.2% | -110.5% | +10.5% |
| 10Y | +279.7% | +419.0% | -139.3% | +70.6% |
| All | +6,636.0% | +1,976.0% | +4,660.1% | +2,122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling