+18.8%
CLF vs CNQ
+65.4%
-46.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +7.6% | +3.0% | +4.6% | +7.1% |
| 30D | -1.2% | +12.8% | -13.9% | -2.9% |
| 3M | -13.4% | +7.0% | -20.4% | -14.8% |
| 6M | +15.4% | +16.5% | -1.1% | +7.8% |
| YTD | -5.9% | +52.0% | -57.9% | -24.4% |
| 1Y | +18.8% | +64.1% | -45.3% | -4.9% |
| All | +18.8% | +65.4% | -46.6% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling