+142.1%
CI vs CNQ
+426.2%
-284.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +1.8% | +6.2% | -4.4% | +0.2% |
| 3M | -4.2% | +12.4% | -16.6% | -7.2% |
| 6M | +8.8% | +9.0% | -0.2% | +5.7% |
| YTD | +3.7% | +52.2% | -48.5% | -7.6% |
| 1Y | -6.1% | +65.0% | -71.2% | -18.3% |
| 3Y | +4.5% | +78.8% | -74.4% | -13.4% |
| 5Y | +50.5% | +286.0% | -235.5% | -4.1% |
| All | +142.1% | +426.2% | -284.1% | +21.1% |
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