+22.2%
CTSH vs EQNR
+416.8%
-394.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | -3.7% | +6.4% | -10.1% | -5.3% |
| 30D | +3.7% | +10.4% | -6.7% | +1.0% |
| 3M | +17.9% | +23.1% | -5.2% | +11.4% |
| 6M | -2.6% | +36.3% | -38.9% | -11.3% |
| YTD | -26.4% | +96.0% | -122.4% | -39.4% |
| 1Y | -13.0% | +94.2% | -107.3% | -28.4% |
| 3Y | -11.2% | +75.3% | -86.5% | -26.6% |
| 5Y | -14.3% | +187.2% | -201.5% | -43.4% |
| All | +22.2% | +416.8% | -394.6% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling