-41.3%
CORZ vs EQNR
+89.2%
-130.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -6.2% | -4.2% | -11.6% |
| 7D | -14.9% | -10.2% | -4.7% | -16.9% |
| 30D | -23.1% | +1.1% | -24.2% | -22.5% |
| 3M | -44.1% | +10.3% | -54.4% | -42.4% |
| 6M | -39.5% | +5.7% | -45.2% | -37.2% |
| YTD | -12.4% | +87.2% | -99.6% | -25.2% |
| 1Y | -41.3% | +87.4% | -128.7% | -49.3% |
| All | -41.3% | +89.2% | -130.5% | -49.3% |
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