+165.0%
CMI vs EQNR
+183.4%
-18.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.7% | +6.4% | -7.2% | -1.5% |
| 30D | -12.4% | +10.4% | -22.7% | -13.5% |
| 3M | -14.8% | +23.1% | -37.9% | -17.2% |
| 6M | +0.8% | +36.3% | -35.5% | -5.1% |
| YTD | +10.2% | +96.0% | -85.8% | -3.7% |
| 1Y | +37.4% | +94.2% | -56.8% | +20.0% |
| 3Y | +153.3% | +75.3% | +78.0% | +122.1% |
| All | +165.0% | +183.4% | -18.4% | +102.1% |
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 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