+228.7%
CVX vs EQNR
+427.4%
-198.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | +1.7% | +5.8% | -4.1% | -1.7% |
| 30D | +7.0% | +9.2% | -2.2% | +1.4% |
| 3M | +14.3% | +24.3% | -10.0% | -0.3% |
| 6M | +9.7% | +28.9% | -19.2% | -7.6% |
| YTD | +43.1% | +94.8% | -51.7% | -7.3% |
| 1Y | +40.4% | +92.6% | -52.2% | -8.8% |
| 3Y | +43.8% | +70.7% | -26.8% | -2.9% |
| 5Y | +169.5% | +180.0% | -10.5% | +21.0% |
| 10Y | +228.7% | +428.8% | -200.1% | -7.0% |
| All | +228.7% | +427.4% | -198.7% | -7.0% |
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