+195.8%
EQNR vs CLBK
+65.5%
+130.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.4% | -1.5% | +7.9% | +6.9% |
| 30D | +10.4% | -1.0% | +11.4% | +10.6% |
| 3M | +23.1% | +22.9% | +0.2% | +15.4% |
| 6M | +36.3% | +44.2% | -7.9% | +20.9% |
| YTD | +96.0% | +64.0% | +32.0% | +66.1% |
| 1Y | +94.2% | +65.7% | +28.5% | +63.2% |
| 3Y | +75.3% | +54.1% | +21.2% | +43.3% |
| 5Y | +187.2% | +44.7% | +142.5% | +114.0% |
| All | +195.8% | +65.5% | +130.4% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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