-4.9%
CARR vs CNQ
+60.9%
-65.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -4.6% |
| 7D | -4.2% | -11.2% | +7.0% | -6.1% |
| 30D | -4.7% | +1.7% | -6.5% | -4.6% |
| 3M | -18.3% | +10.3% | -28.6% | -17.0% |
| 6M | -16.4% | +4.3% | -20.7% | -14.8% |
| YTD | +2.3% | +48.7% | -46.4% | -3.9% |
| 1Y | -4.9% | +57.9% | -62.8% | -8.9% |
| All | -4.9% | +60.9% | -65.8% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling