+604.3%
CEG vs CNQ
+135.0%
+469.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -4.8% | -0.8% | -4.0% | -4.5% |
| 30D | +2.3% | +5.3% | -2.9% | +0.3% |
| 3M | +15.6% | +11.4% | +4.2% | +10.6% |
| 6M | -5.0% | +8.1% | -13.1% | -8.9% |
| YTD | -19.0% | +50.9% | -69.9% | -32.8% |
| 1Y | -10.0% | +63.6% | -73.5% | -28.2% |
| 3Y | +163.9% | +77.2% | +86.7% | +101.4% |
| All | +604.3% | +135.0% | +469.3% | +395.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling