+8.9%
CAT vs CNQ
+61.9%
-53.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.4% | +2.2% | -5.7% |
| 7D | -17.1% | -9.4% | -7.7% | -17.7% |
| 30D | -30.1% | +2.8% | -32.9% | -29.7% |
| 3M | -32.4% | +8.5% | -40.8% | -31.5% |
| 6M | -32.1% | +6.4% | -38.5% | -31.2% |
| YTD | +4.1% | +50.9% | -46.8% | -0.8% |
| 1Y | +8.9% | +62.8% | -53.9% | +5.6% |
| All | +8.9% | +61.9% | -53.0% | +5.6% |
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