-63.1%
CSGP vs EQNR
+140.4%
-203.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.8% |
| 7D | +1.3% | +2.3% | -0.9% | +1.2% |
| 30D | +2.8% | -5.2% | +8.0% | +3.0% |
| 3M | -6.3% | +7.0% | -13.3% | -7.2% |
| 6M | -3.2% | +14.4% | -17.6% | -5.0% |
| YTD | -54.0% | +87.9% | -141.8% | -57.4% |
| 1Y | -54.8% | +84.8% | -139.6% | -58.2% |
| 3Y | -60.6% | +62.7% | -123.2% | -63.6% |
| All | -63.1% | +140.4% | -203.4% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling