+409.3%
EQNR vs CASY
+453.5%
-44.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.3% |
| 7D | +6.4% | -18.6% | +25.0% | +10.8% |
| 30D | +10.4% | -26.6% | +37.0% | +17.5% |
| 3M | +23.1% | -32.8% | +55.9% | +33.7% |
| 6M | +36.3% | -10.0% | +46.3% | +37.6% |
| YTD | +96.0% | +11.6% | +84.4% | +87.6% |
| 1Y | +94.2% | +11.5% | +82.7% | +85.4% |
| 3Y | +75.3% | +160.7% | -85.4% | +29.5% |
| 5Y | +187.2% | +232.4% | -45.2% | +92.3% |
| All | +409.3% | +453.5% | -44.2% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling