-10.8%
CTSH vs EQNR
+85.2%
-96.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.5% |
| 7D | -2.7% | +1.7% | -4.4% | -2.8% |
| 30D | +12.4% | +11.5% | +0.9% | +11.3% |
| 3M | +17.4% | +12.9% | +4.5% | +15.0% |
| 6M | -3.1% | +36.0% | -39.0% | -4.2% |
| YTD | -23.6% | +84.1% | -107.7% | -23.9% |
| 1Y | -10.8% | +83.8% | -94.6% | -11.5% |
| All | -10.8% | +85.2% | -96.1% | -11.5% |
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