+1,134.0%
CSGP vs EQNR
+1,938.0%
-804.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.8% |
| 7D | +1.3% | +2.3% | -0.9% | +0.8% |
| 30D | +2.8% | -5.2% | +8.0% | +3.7% |
| 3M | -6.3% | +7.0% | -13.3% | -8.5% |
| 6M | -3.2% | +14.4% | -17.6% | -7.6% |
| YTD | -54.0% | +87.9% | -141.8% | -61.6% |
| 1Y | -54.8% | +84.8% | -139.6% | -62.2% |
| 3Y | -60.6% | +62.7% | -123.2% | -66.5% |
| 5Y | -62.6% | +144.0% | -206.7% | -72.6% |
| 10Y | +66.3% | +371.2% | -304.9% | -5.3% |
| All | +1,134.0% | +1,938.0% | -804.1% | +468.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling