+37.4%
CDE vs CNQ
+5,432.5%
-5,395.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +9.5% | +6.2% | +3.3% | +5.8% |
| 3M | +25.5% | +12.4% | +13.1% | +16.3% |
| 6M | -7.9% | +9.0% | -16.9% | -14.9% |
| YTD | +15.6% | +52.2% | -36.7% | -11.4% |
| 1Y | +34.0% | +65.0% | -31.0% | -2.2% |
| 3Y | +791.9% | +78.8% | +713.1% | +520.5% |
| 5Y | +197.7% | +286.0% | -88.2% | +35.2% |
| 10Y | +55.0% | +420.7% | -365.7% | -55.2% |
| All | +37.4% | +5,432.5% | -5,395.1% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling