-9.5%
CEG vs CNQ
+13.9%
-23.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.8% |
| 7D | +0.3% | -0.7% | +1.0% | +0.3% |
| 30D | +2.9% | +6.7% | -3.8% | +3.2% |
| 3M | +18.2% | +12.8% | +5.4% | +18.2% |
| 6M | -9.5% | +13.3% | -22.9% | -9.3% |
| All | -9.5% | +13.9% | -23.5% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling