+3,913.0%
ASML vs CNQ
+5,397.1%
-1,484.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| YTD | +40.6% | +51.2% | -10.6% | +20.2% |
| 1Y | +47.5% | +57.3% | -9.8% | +24.2% |
| 3Y | +133.9% | +71.0% | +62.9% | +89.8% |
| 5Y | +83.8% | +206.1% | -122.4% | +21.1% |
| 10Y | +1,539.7% | +416.2% | +1,123.6% | +698.3% |
| All | +3,913.0% | +5,397.1% | -1,484.1% | +904.9% |
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