-32.5%
CPRT vs EQNR
+85.2%
-117.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.3% |
| 7D | +2.2% | +1.7% | +0.5% | +2.3% |
| 30D | +16.6% | +11.5% | +5.2% | +17.6% |
| 3M | +9.6% | +12.9% | -3.3% | +10.7% |
| 6M | -11.1% | +36.0% | -47.1% | -10.5% |
| YTD | -13.9% | +84.1% | -98.0% | -12.5% |
| 1Y | -32.5% | +83.8% | -116.3% | -31.8% |
| All | -32.5% | +85.2% | -117.7% | -31.8% |
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