-4.6%
CARR vs CNQ
+65.4%
-70.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +0.9% |
| 7D | +1.6% | +3.0% | -1.4% | +2.0% |
| 30D | -8.7% | +12.8% | -21.5% | -7.1% |
| 3M | -12.6% | +7.0% | -19.6% | -10.6% |
| 6M | -1.5% | +16.5% | -18.0% | -0.7% |
| YTD | +14.3% | +52.0% | -37.7% | +11.0% |
| 1Y | -4.6% | +64.1% | -68.7% | -5.4% |
| All | -4.6% | +65.4% | -70.0% | -5.4% |
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