+344.6%
CVE vs EQNR
+188.3%
+156.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +1.6% | +5.7% | -4.1% | -2.6% |
| 30D | +11.7% | +11.3% | +0.4% | +3.1% |
| 3M | +18.2% | +21.5% | -3.3% | +1.6% |
| 6M | +48.8% | +41.8% | +7.0% | +12.7% |
| YTD | +99.4% | +97.3% | +2.1% | +16.5% |
| 1Y | +97.9% | +89.9% | +8.0% | +18.7% |
| 3Y | +76.3% | +76.9% | -0.6% | +9.8% |
| 5Y | +344.6% | +189.2% | +155.4% | +80.5% |
| All | +344.6% | +188.3% | +156.3% | +80.5% |
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 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