+225.0%
CP vs EQNR
+416.8%
-191.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.6% | +6.4% | -9.0% | -4.3% |
| 30D | -3.7% | +10.4% | -14.1% | -6.6% |
| 3M | +0.1% | +23.1% | -23.0% | -6.3% |
| 6M | +7.8% | +36.3% | -28.4% | -3.8% |
| YTD | +21.7% | +96.0% | -74.3% | -3.8% |
| 1Y | +18.6% | +94.2% | -75.6% | -6.2% |
| 3Y | +17.5% | +75.3% | -57.7% | -6.6% |
| 5Y | +35.4% | +187.2% | -151.9% | -17.4% |
| All | +225.0% | +416.8% | -191.8% | +39.5% |
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