+105.9%
ASML vs CNQ
+280.1%
-174.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -2.1% |
| 7D | +2.5% | -0.7% | +3.2% | +2.7% |
| 30D | -6.2% | +6.7% | -12.9% | -8.2% |
| 3M | -2.6% | +12.8% | -15.4% | -6.5% |
| 6M | +22.4% | +13.3% | +9.1% | +15.7% |
| YTD | +58.5% | +53.1% | +5.4% | +32.8% |
| 1Y | +114.2% | +66.1% | +48.1% | +73.1% |
| 3Y | +175.5% | +75.4% | +100.1% | +113.8% |
| 5Y | +105.9% | +288.1% | -182.2% | +24.8% |
| All | +105.9% | +280.1% | -174.1% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 5y: compounded portfolio wealth divided by compounded CNQ 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…
5y analysis · Full analysis span regression · 6 months rolling