-18.4%
CDNS vs CNQ
+66.7%
-85.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.5% |
| 7D | -1.1% | +0.1% | -1.3% | -1.1% |
| 30D | -10.4% | +6.2% | -16.6% | -10.0% |
| 3M | -24.6% | +12.4% | -37.0% | -23.8% |
| 6M | -1.6% | +9.0% | -10.6% | -1.0% |
| YTD | -7.4% | +52.2% | -59.6% | -9.3% |
| 1Y | -18.4% | +65.0% | -83.5% | -19.8% |
| All | -18.4% | +66.7% | -85.1% | -19.8% |
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