+458.1%
CL vs CNQ
+5,463.2%
-5,005.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | -0.1% |
| 7D | -2.4% | -0.7% | -1.8% | -2.4% |
| 30D | -4.8% | +6.7% | -11.5% | -5.3% |
| 3M | -1.7% | +12.8% | -14.5% | -2.8% |
| 6M | -3.8% | +13.3% | -17.1% | -5.2% |
| YTD | +13.3% | +53.1% | -39.8% | +8.6% |
| 1Y | +8.3% | +66.1% | -57.8% | +3.0% |
| 3Y | +28.8% | +75.4% | -46.6% | +20.8% |
| 5Y | +28.5% | +288.1% | -259.6% | +10.2% |
| 10Y | +57.1% | +423.6% | -366.5% | +24.0% |
| All | +458.1% | +5,463.2% | -5,005.1% | +251.0% |
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