-14.4%
CTSH vs EQNR
+183.4%
-197.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | -3.7% | +6.4% | -10.1% | -4.4% |
| 30D | +3.7% | +10.4% | -6.7% | +2.4% |
| 3M | +17.9% | +23.1% | -5.2% | +14.8% |
| 6M | -2.6% | +36.3% | -38.9% | -6.7% |
| YTD | -26.4% | +96.0% | -122.4% | -32.6% |
| 1Y | -13.0% | +94.2% | -107.3% | -20.3% |
| 3Y | -11.2% | +75.3% | -86.5% | -18.4% |
| All | -14.4% | +183.4% | -197.8% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling