+966.3%
CAH vs CNQ
+5,432.5%
-4,466.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | +0.2% | +6.2% | -6.0% | -1.0% |
| 3M | +6.3% | +12.4% | -6.1% | +3.7% |
| 6M | +9.4% | +9.0% | +0.4% | +7.0% |
| YTD | +15.0% | +52.2% | -37.3% | +5.3% |
| 1Y | +55.4% | +65.0% | -9.6% | +40.0% |
| 3Y | +173.8% | +78.8% | +95.0% | +138.7% |
| 5Y | +395.2% | +286.0% | +109.2% | +264.4% |
| 10Y | +293.2% | +420.7% | -127.5% | +152.0% |
| All | +966.3% | +5,432.5% | -4,466.2% | +339.9% |
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