+75.3%
EQNR vs CASY
+158.0%
-82.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.6% |
| 7D | +6.4% | -18.6% | +25.0% | +7.8% |
| 30D | +10.4% | -26.6% | +37.0% | +12.8% |
| 3M | +23.1% | -32.8% | +55.9% | +26.4% |
| 6M | +36.3% | -10.0% | +46.3% | +38.0% |
| YTD | +96.0% | +11.6% | +84.4% | +95.5% |
| 1Y | +94.2% | +11.5% | +82.7% | +93.6% |
| 3Y | +75.3% | +160.7% | -85.4% | +62.3% |
| All | +75.3% | +158.0% | -82.8% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling