+87.4%
EQNR vs CASY
+32.1%
+55.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.3% |
| 7D | -10.2% | +0.8% | -11.0% | -10.2% |
| 30D | +1.1% | +9.4% | -8.4% | +0.7% |
| 3M | +10.3% | -20.6% | +30.9% | +12.1% |
| 6M | +5.7% | -20.7% | +26.4% | +5.6% |
| YTD | +87.2% | +22.5% | +64.7% | +104.8% |
| 1Y | +87.4% | +29.5% | +57.9% | +105.5% |
| All | +87.4% | +32.1% | +55.3% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling