+604.3%
CEG vs CNQ
+137.1%
+467.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +2.3% | +6.2% | -3.9% | 0.0% |
| 3M | +15.6% | +12.4% | +3.2% | +10.2% |
| 6M | -5.0% | +9.0% | -14.0% | -9.2% |
| YTD | -19.0% | +52.2% | -71.2% | -33.0% |
| 1Y | -10.0% | +65.0% | -75.0% | -28.4% |
| 3Y | +163.9% | +78.8% | +85.1% | +100.8% |
| All | +604.3% | +137.1% | +467.2% | +393.9% |
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 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