+421.5%
CORZ vs EQNR
+94.5%
+327.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.3% |
| 7D | +0.3% | +6.4% | -6.2% | +0.4% |
| 30D | -14.0% | +10.4% | -24.4% | -13.9% |
| 3M | -34.1% | +23.1% | -57.2% | -33.9% |
| 6M | +8.5% | +36.3% | -27.8% | +5.1% |
| YTD | +23.2% | +96.0% | -72.8% | +11.2% |
| 1Y | +15.4% | +94.2% | -78.9% | +3.9% |
| All | +421.5% | +94.5% | +327.0% | +333.9% |
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