+20.2%
CLF vs CNQ
+61.9%
-41.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -7.4% | -1.8% | -7.9% |
| 7D | -7.9% | -9.4% | +1.5% | -6.3% |
| 30D | +5.2% | +2.8% | +2.5% | +5.6% |
| 3M | +4.3% | +8.5% | -4.2% | +3.9% |
| 6M | +25.3% | +6.4% | +18.9% | +23.7% |
| YTD | -3.3% | +50.9% | -54.2% | -23.8% |
| 1Y | +20.2% | +62.8% | -42.6% | -5.0% |
| All | +20.2% | +61.9% | -41.6% | -5.0% |
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 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