+71.6%
EQNR vs CAI
-9.9%
+81.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.6% |
| 7D | +6.4% | -2.9% | +9.4% | +6.2% |
| 30D | +10.4% | +9.3% | +1.0% | +11.3% |
| 3M | +23.1% | +35.2% | -12.1% | +26.8% |
| 6M | +36.3% | +30.7% | +5.6% | +41.1% |
| YTD | +96.0% | -9.8% | +105.8% | +97.8% |
| 1Y | +94.2% | -28.9% | +123.1% | +93.3% |
| All | +71.6% | -9.9% | +81.5% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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