-33.7%
CEG vs CNQ
+60.9%
-94.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.5% |
| 7D | -9.4% | -11.2% | +1.8% | -9.4% |
| 30D | -20.2% | +1.7% | -21.9% | -19.6% |
| 3M | -9.5% | +10.3% | -19.8% | -8.7% |
| 6M | -25.0% | +4.3% | -29.2% | -24.7% |
| YTD | -31.9% | +48.7% | -80.6% | -30.5% |
| 1Y | -33.7% | +57.9% | -91.6% | -30.4% |
| All | -33.7% | +60.9% | -94.5% | -30.4% |
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