+919.8%
CI vs CNQ
+5,383.3%
-4,463.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.3% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | +1.8% | +5.3% | -3.5% | +0.4% |
| 3M | -4.2% | +11.4% | -15.6% | -7.1% |
| 6M | +8.8% | +8.1% | +0.8% | +5.8% |
| YTD | +3.7% | +50.9% | -47.1% | -7.6% |
| 1Y | -6.1% | +63.6% | -69.7% | -18.3% |
| 3Y | +4.5% | +77.2% | -72.8% | -13.2% |
| 5Y | +50.5% | +282.5% | -232.0% | -1.3% |
| 10Y | +143.2% | +416.1% | -272.9% | +31.9% |
| All | +919.8% | +5,383.3% | -4,463.5% | +235.0% |
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