+201.4%
B vs CNQ
+426.2%
-224.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +6.3% | +6.2% | +0.1% | +5.6% |
| 3M | +12.1% | +12.4% | -0.2% | +10.5% |
| 6M | -3.1% | +9.0% | -12.1% | -4.5% |
| YTD | +2.0% | +52.2% | -50.3% | -3.6% |
| 1Y | +51.7% | +65.0% | -13.4% | +41.8% |
| 3Y | +190.5% | +78.8% | +111.7% | +168.0% |
| 5Y | +158.0% | +286.0% | -128.0% | +124.8% |
| All | +201.4% | +426.2% | -224.8% | +154.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling