+4,630.6%
ASML vs CNQ
+5,474.2%
-843.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +6.0% | -1.8% | +7.7% | +6.6% |
| 30D | +1.4% | +11.8% | -10.5% | -2.3% |
| 3M | +1.0% | +11.1% | -10.1% | -2.8% |
| 6M | +37.0% | +12.1% | +24.9% | +30.1% |
| YTD | +65.8% | +53.4% | +12.4% | +41.5% |
| 1Y | +123.1% | +71.4% | +51.7% | +83.3% |
| 3Y | +188.2% | +75.8% | +112.4% | +131.7% |
| 5Y | +115.6% | +286.0% | -170.4% | +32.2% |
| 10Y | +1,761.8% | +400.8% | +1,361.1% | +816.4% |
| All | +4,630.6% | +5,474.2% | -843.5% | +1,083.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling