+1,057.4%
CVX vs EQNR
+2,025.8%
-968.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | +2.6% | +6.4% | -3.8% | -0.8% |
| 30D | +9.8% | +10.4% | -0.5% | +4.0% |
| 3M | +16.2% | +23.1% | -6.9% | +3.2% |
| 6M | +13.6% | +36.3% | -22.7% | -5.4% |
| YTD | +44.4% | +96.0% | -51.6% | -2.1% |
| 1Y | +40.6% | +94.2% | -53.6% | -4.5% |
| 3Y | +48.2% | +75.3% | -27.1% | +3.3% |
| 5Y | +172.3% | +187.2% | -14.9% | +38.7% |
| 10Y | +222.3% | +415.5% | -193.2% | +17.1% |
| All | +1,057.4% | +2,025.8% | -968.5% | +129.4% |
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