+174.6%
CVE vs EQNR
+416.8%
-242.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | +2.3% | +6.4% | -4.2% | -3.9% |
| 30D | +9.7% | +10.4% | -0.6% | -0.5% |
| 3M | +16.9% | +23.1% | -6.2% | -5.8% |
| 6M | +41.4% | +36.3% | +5.1% | +0.9% |
| YTD | +98.0% | +96.0% | +2.0% | -3.1% |
| 1Y | +98.2% | +94.2% | +4.0% | -2.6% |
| 3Y | +77.9% | +75.3% | +2.7% | -7.5% |
| 5Y | +341.6% | +187.2% | +154.3% | +19.1% |
| All | +174.6% | +416.8% | -242.2% | -57.6% |
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 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