+23.1%
CTAS vs EQNR
+86.3%
-63.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.2% |
| 7D | +3.8% | -10.6% | +14.4% | +3.3% |
| 30D | +15.5% | -1.1% | +16.6% | +15.4% |
| 3M | +12.7% | +12.6% | +0.1% | +13.2% |
| 6M | +34.5% | +4.9% | +29.6% | +34.1% |
| YTD | +21.3% | +86.1% | -64.8% | +21.2% |
| 1Y | +23.1% | +87.5% | -64.4% | +23.6% |
| All | +23.1% | +86.3% | -63.2% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling