+82.7%
ASML vs CNQ
+207.7%
-125.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | +4.9% | +2.5% | +2.5% | +4.1% |
| 30D | -9.3% | -4.0% | -5.3% | -8.2% |
| 3M | -19.0% | +5.5% | -24.4% | -20.7% |
| 6M | -5.2% | +7.5% | -12.7% | -8.0% |
| YTD | +40.6% | +51.2% | -10.6% | +17.4% |
| 1Y | +47.5% | +57.3% | -9.8% | +20.9% |
| 3Y | +133.9% | +71.0% | +62.9% | +82.3% |
| All | +82.7% | +207.7% | -125.0% | +13.3% |
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