-49.4%
C vs CNQ
+5,463.2%
-5,512.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +0.3% | -0.7% | +0.9% | +0.5% |
| 30D | +2.0% | +6.7% | -4.7% | -1.0% |
| 3M | +4.4% | +12.8% | -8.4% | -1.8% |
| 6M | +28.3% | +13.3% | +15.0% | +18.9% |
| YTD | +20.5% | +53.1% | -32.6% | -2.9% |
| 1Y | +45.5% | +66.1% | -20.5% | +12.7% |
| 3Y | +274.0% | +75.4% | +198.6% | +174.8% |
| 5Y | +136.1% | +288.1% | -152.0% | +17.0% |
| 10Y | +296.7% | +423.6% | -126.9% | +50.0% |
| All | -49.4% | +5,463.2% | -5,512.6% | -89.0% |
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