+10.7%
CARR vs CNQ
+278.6%
-268.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -8.9% | +6.2% | -15.1% | -10.1% |
| 3M | -17.3% | +12.4% | -29.7% | -19.5% |
| 6M | -1.4% | +9.0% | -10.4% | -4.1% |
| YTD | +10.0% | +52.2% | -42.2% | -2.0% |
| 1Y | -6.4% | +65.0% | -71.4% | -18.5% |
| 3Y | +1.5% | +78.8% | -77.3% | -14.8% |
| All | +10.7% | +278.6% | -268.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling