-3.1%
CMG vs EQNR
+183.4%
-186.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -2.1% | +6.4% | -8.5% | -2.3% |
| 30D | +10.9% | +10.4% | +0.6% | +10.5% |
| 3M | +15.8% | +23.1% | -7.2% | +15.0% |
| 6M | +6.9% | +36.3% | -29.3% | +5.0% |
| YTD | -2.2% | +96.0% | -98.1% | -6.8% |
| 1Y | -7.1% | +94.2% | -101.3% | -11.5% |
| 3Y | -7.1% | +75.3% | -82.4% | -11.4% |
| All | -3.1% | +183.4% | -186.4% | -8.7% |
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 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