+6.1%
CVNA vs EQNR
+183.4%
-177.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -7.3% | +6.4% | -13.7% | -7.9% |
| 30D | -4.6% | +10.4% | -14.9% | -5.8% |
| 3M | +2.0% | +23.1% | -21.1% | -1.1% |
| 6M | +11.7% | +36.3% | -24.6% | +4.0% |
| YTD | -18.1% | +96.0% | -114.0% | -31.4% |
| 1Y | -2.4% | +94.2% | -96.6% | -18.4% |
| 3Y | +580.6% | +75.3% | +505.3% | +476.2% |
| All | +6.1% | +183.4% | -177.3% | -9.7% |
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