+69.5%
CSX vs EQNR
+74.0%
-4.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +0.1% | +5.7% | -5.6% | -0.2% |
| 30D | -1.5% | +11.3% | -12.8% | -2.1% |
| 3M | +6.0% | +21.5% | -15.5% | +4.8% |
| 6M | +20.6% | +41.8% | -21.3% | +16.9% |
| YTD | +36.5% | +97.3% | -60.8% | +27.6% |
| 1Y | +55.0% | +89.9% | -34.9% | +45.1% |
| All | +69.5% | +74.0% | -4.5% | +59.2% |
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