+3.6%
CMI vs EQNR
+86.3%
-82.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -5.0% |
| 7D | -13.4% | -10.6% | -2.8% | -14.6% |
| 30D | -16.2% | -1.1% | -15.1% | -16.1% |
| 3M | -30.8% | +12.6% | -43.4% | -29.0% |
| 6M | -33.1% | +4.9% | -38.0% | -32.0% |
| YTD | -11.2% | +86.1% | -97.3% | -10.1% |
| 1Y | +3.6% | +87.5% | -83.9% | +6.1% |
| All | +3.6% | +86.3% | -82.6% | +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