+1,298.9%
COHR vs EQNR
+416.8%
+882.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.4% |
| 7D | +8.3% | +6.4% | +1.9% | +6.0% |
| 30D | -14.1% | +10.4% | -24.5% | -17.1% |
| 3M | -16.0% | +23.1% | -39.1% | -23.4% |
| 6M | +21.5% | +36.3% | -14.8% | +4.5% |
| YTD | +65.4% | +96.0% | -30.5% | +22.2% |
| 1Y | +195.0% | +94.2% | +100.8% | +117.3% |
| 3Y | +830.2% | +75.3% | +754.9% | +596.2% |
| 5Y | +397.1% | +187.2% | +209.9% | +175.6% |
| All | +1,298.9% | +416.8% | +882.0% | +489.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling