+39.8%
CSGP vs EQNR
+420.4%
-380.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -6.9% | +5.7% | -12.7% | -7.8% |
| 30D | -5.2% | +11.3% | -16.5% | -7.0% |
| 3M | -13.8% | +21.5% | -35.3% | -17.1% |
| 6M | -36.3% | +41.8% | -78.2% | -40.7% |
| YTD | -56.1% | +97.3% | -153.5% | -61.7% |
| 1Y | -65.8% | +89.9% | -155.7% | -70.0% |
| 3Y | -64.3% | +76.9% | -141.1% | -68.7% |
| 5Y | -67.3% | +189.2% | -256.5% | -75.0% |
| All | +39.8% | +420.4% | -380.6% | -6.5% |
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