+94.7%
CVE vs EQNR
+311.6%
-216.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | -0.2% |
| 7D | +0.2% | -1.9% | +2.1% | +1.9% |
| 30D | +17.5% | +12.6% | +4.9% | +5.5% |
| 3M | +16.2% | +16.5% | -0.3% | +0.3% |
| 6M | +47.8% | +31.8% | +16.0% | +12.2% |
| YTD | +98.5% | +89.8% | +8.7% | +7.0% |
| 1Y | +109.8% | +87.6% | +22.2% | +13.8% |
| 3Y | +75.5% | +70.1% | +5.4% | +0.5% |
| 5Y | +341.6% | +181.1% | +160.4% | +48.7% |
| 10Y | +159.8% | +370.9% | -211.1% | -34.7% |
| All | +94.7% | +311.6% | -216.8% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling