+48.4%
COHR vs EQNR
+76.6%
-28.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.6% | +7.6% | +9.6% |
| 7D | +20.2% | -3.4% | +23.6% | +19.4% |
| 30D | -18.6% | -5.9% | -12.6% | -19.2% |
| 3M | -28.6% | +2.0% | -30.6% | -27.9% |
| 6M | -38.2% | +10.3% | -48.5% | -36.0% |
| YTD | +27.1% | +80.8% | -53.7% | +32.7% |
| 1Y | +48.4% | +75.5% | -27.1% | +57.1% |
| All | +48.4% | +76.6% | -28.2% | +57.1% |
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