+425.9%
CORZ vs EQNR
+96.4%
+329.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.7% | -3.3% |
| 7D | +7.6% | +3.8% | +3.8% | +7.7% |
| 30D | -6.9% | +11.4% | -18.4% | -6.8% |
| 3M | -33.0% | +24.8% | -57.8% | -32.8% |
| 6M | +19.3% | +42.3% | -22.9% | +15.0% |
| YTD | +24.2% | +97.9% | -73.6% | +12.2% |
| 1Y | +24.5% | +95.9% | -71.4% | +12.2% |
| All | +425.9% | +96.4% | +329.5% | +337.7% |
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