-45.9%
CHTR vs CNQ
+426.2%
-472.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -3.0% | +6.2% | -9.2% | -4.0% |
| 3M | +4.8% | +12.4% | -7.6% | +2.6% |
| 6M | -35.0% | +9.0% | -44.0% | -36.2% |
| YTD | -30.2% | +52.2% | -82.4% | -35.1% |
| 1Y | -44.8% | +65.0% | -109.8% | -49.4% |
| 3Y | -66.6% | +78.8% | -145.4% | -70.0% |
| 5Y | -81.5% | +286.0% | -367.5% | -85.4% |
| All | -45.9% | +426.2% | -472.1% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling