+7.7%
CNH vs EQNR
+183.4%
-175.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -5.7% | +6.4% | -12.1% | -6.9% |
| 30D | +26.6% | +10.4% | +16.2% | +23.9% |
| 3M | +31.1% | +23.1% | +8.0% | +24.6% |
| 6M | +24.9% | +36.3% | -11.4% | +12.8% |
| YTD | +48.7% | +96.0% | -47.3% | +18.9% |
| 1Y | +22.2% | +94.2% | -72.0% | -2.3% |
| 3Y | +7.4% | +75.3% | -67.8% | -13.1% |
| All | +7.7% | +183.4% | -175.7% | -25.9% |
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