+75.8%
CDNS vs CNQ
+278.6%
-202.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.7% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | -10.4% | +6.2% | -16.6% | -11.6% |
| 3M | -24.6% | +12.4% | -37.0% | -26.7% |
| 6M | -1.6% | +9.0% | -10.6% | -4.3% |
| YTD | -7.4% | +52.2% | -59.6% | -17.2% |
| 1Y | -18.4% | +65.0% | -83.5% | -28.7% |
| 3Y | +19.0% | +78.8% | -59.9% | +0.6% |
| All | +75.8% | +278.6% | -202.8% | +28.8% |
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 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