+73.2%
CVE vs EQNR
+89.2%
-16.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.2% | -1.4% | -3.3% |
| 7D | -12.1% | -10.2% | -1.9% | -5.2% |
| 30D | -9.8% | +1.1% | -10.8% | -10.3% |
| 3M | -0.7% | +10.3% | -11.0% | -6.9% |
| 6M | -4.3% | +5.7% | -10.0% | -8.2% |
| YTD | +70.6% | +87.2% | -16.6% | +2.9% |
| 1Y | +73.2% | +87.4% | -14.3% | +4.3% |
| All | +73.2% | +89.2% | -16.1% | +4.3% |
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 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