-64.1%
CSGP vs EQNR
+74.5%
-138.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -2.9% |
| 7D | -5.4% | +3.8% | -9.2% | -5.8% |
| 30D | -6.0% | +11.4% | -17.5% | -7.2% |
| 3M | -12.8% | +24.8% | -37.6% | -15.6% |
| 6M | -38.9% | +42.3% | -81.2% | -42.4% |
| YTD | -56.0% | +97.9% | -153.9% | -61.2% |
| 1Y | -66.4% | +95.9% | -162.4% | -70.4% |
| All | -64.1% | +74.5% | -138.6% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling