+31.6%
CMS vs EQNR
+72.8%
-41.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.9% | +6.4% | -8.4% | -2.2% |
| 30D | -4.1% | +10.4% | -14.5% | -4.5% |
| 3M | -7.1% | +23.1% | -30.2% | -8.1% |
| 6M | -10.1% | +36.3% | -46.3% | -11.9% |
| YTD | -1.7% | +96.0% | -97.7% | -6.4% |
| 1Y | -3.4% | +94.2% | -97.6% | -7.9% |
| 3Y | +31.6% | +75.3% | -43.7% | +24.4% |
| All | +31.6% | +72.8% | -41.3% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling