+124.6%
CLF vs CNQ
+426.2%
-301.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -1.6% | +6.2% | -7.8% | -5.1% |
| 3M | -12.0% | +12.4% | -24.4% | -18.3% |
| 6M | +30.0% | +9.0% | +20.9% | +20.1% |
| YTD | -9.2% | +52.2% | -61.4% | -31.2% |
| 1Y | +2.3% | +65.0% | -62.7% | -26.4% |
| 3Y | -14.4% | +78.8% | -93.2% | -42.4% |
| 5Y | -48.3% | +286.0% | -334.3% | -78.4% |
| All | +124.6% | +426.2% | -301.6% | -31.2% |
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