+49.3%
CCL vs CNQ
+73.2%
-23.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -3.2% | +0.1% | -3.4% | -3.2% |
| 30D | -17.8% | +6.2% | -24.0% | -17.8% |
| 3M | -18.7% | +12.4% | -31.0% | -18.6% |
| 6M | -11.4% | +9.0% | -20.4% | -11.9% |
| YTD | -24.3% | +52.2% | -76.5% | -30.6% |
| 1Y | -28.8% | +65.0% | -93.8% | -36.2% |
| 3Y | +49.3% | +78.8% | -29.5% | +27.9% |
| All | +49.3% | +73.2% | -23.9% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling