-23.9%
CPRT vs EQNR
+89.2%
-113.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.2% | +11.2% | +4.3% |
| 7D | +12.6% | -10.2% | +22.8% | +11.4% |
| 30D | +18.0% | +1.1% | +16.9% | +17.8% |
| 3M | +11.0% | +10.3% | +0.6% | +11.6% |
| 6M | -2.0% | +5.7% | -7.7% | -1.2% |
| YTD | -16.7% | +87.2% | -103.9% | -16.3% |
| 1Y | -23.9% | +87.4% | -111.3% | -23.4% |
| All | -23.9% | +89.2% | -113.1% | -23.4% |
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 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