+3,078.1%
CP vs EQNR
+2,040.5%
+1,037.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.7% | +5.7% | -8.4% | -4.8% |
| 30D | -3.4% | +11.3% | -14.6% | -7.4% |
| 3M | -0.6% | +21.5% | -22.1% | -8.7% |
| 6M | +6.3% | +41.8% | -35.5% | -9.9% |
| YTD | +21.2% | +97.3% | -76.2% | -10.2% |
| 1Y | +20.0% | +89.9% | -69.9% | -10.1% |
| 3Y | +18.7% | +76.9% | -58.1% | -11.9% |
| 5Y | +34.8% | +189.2% | -154.4% | -23.8% |
| 10Y | +228.8% | +419.0% | -190.3% | +33.3% |
| All | +3,078.1% | +2,040.5% | +1,037.5% | +815.4% |
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