+4,013.6%
CMG vs EQNR
+406.8%
+3,606.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -2.1% | +6.4% | -8.5% | -3.4% |
| 30D | +10.9% | +10.4% | +0.6% | +8.4% |
| 3M | +15.8% | +23.1% | -7.2% | +9.9% |
| 6M | +6.9% | +36.3% | -29.3% | -2.0% |
| YTD | -2.2% | +96.0% | -98.1% | -18.1% |
| 1Y | -7.1% | +94.2% | -101.3% | -22.2% |
| 3Y | -7.1% | +75.3% | -82.4% | -22.0% |
| 5Y | -4.8% | +187.2% | -192.0% | -32.4% |
| 10Y | +324.3% | +415.5% | -91.1% | +139.6% |
| All | +4,013.6% | +406.8% | +3,606.8% | +1,707.8% |
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