+374.9%
CPRT vs EQNR
+416.8%
-41.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -11.2% | +6.4% | -17.6% | -12.1% |
| 30D | +3.3% | +10.4% | -7.0% | +1.5% |
| 3M | -3.6% | +23.1% | -26.7% | -7.4% |
| 6M | -15.8% | +36.3% | -52.0% | -21.3% |
| YTD | -23.5% | +96.0% | -119.5% | -33.6% |
| 1Y | -38.8% | +94.2% | -133.0% | -46.9% |
| 3Y | -33.4% | +75.3% | -108.7% | -42.1% |
| 5Y | -16.4% | +187.2% | -203.6% | -39.9% |
| All | +374.9% | +416.8% | -41.9% | +173.1% |
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