+519.3%
CVS vs EQNR
+2,025.8%
-1,506.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -2.2% | +6.4% | -8.6% | -3.4% |
| 30D | -0.1% | +10.4% | -10.4% | -2.1% |
| 3M | -5.2% | +23.1% | -28.3% | -9.5% |
| 6M | +26.9% | +36.3% | -9.4% | +17.6% |
| YTD | +22.1% | +96.0% | -73.9% | +4.4% |
| 1Y | +30.8% | +94.2% | -63.4% | +11.8% |
| 3Y | +54.4% | +75.3% | -20.9% | +32.0% |
| 5Y | +33.4% | +187.2% | -153.9% | -1.2% |
| 10Y | +40.8% | +415.5% | -374.6% | -13.3% |
| All | +519.3% | +2,025.8% | -1,506.6% | +187.6% |
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 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