+389.9%
COF vs EQNR
+2,025.8%
-1,635.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -5.1% | +6.4% | -11.6% | -7.8% |
| 30D | -6.0% | +10.4% | -16.4% | -10.4% |
| 3M | +14.8% | +23.1% | -8.3% | +2.7% |
| 6M | +15.3% | +36.3% | -21.0% | -4.3% |
| YTD | -13.0% | +96.0% | -109.0% | -40.0% |
| 1Y | -5.7% | +94.2% | -99.9% | -35.0% |
| 3Y | +118.1% | +75.3% | +42.9% | +51.0% |
| 5Y | +46.2% | +187.2% | -141.0% | -26.5% |
| 10Y | +246.1% | +415.5% | -169.4% | +23.2% |
| All | +389.9% | +2,025.8% | -1,635.9% | +12.2% |
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