+404.9%
CLF vs CNQ
+5,463.2%
-5,058.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.4% |
| 7D | -3.7% | -0.7% | -3.0% | -3.3% |
| 30D | -4.7% | +6.7% | -11.4% | -9.2% |
| 3M | -4.7% | +12.8% | -17.5% | -13.3% |
| 6M | +24.0% | +13.3% | +10.7% | +9.2% |
| YTD | -10.9% | +53.1% | -64.0% | -36.6% |
| 1Y | +4.0% | +66.1% | -62.0% | -30.5% |
| 3Y | -16.9% | +75.4% | -92.4% | -48.2% |
| 5Y | -49.3% | +288.1% | -337.4% | -82.9% |
| 10Y | +122.7% | +423.6% | -300.9% | -51.2% |
| All | +404.9% | +5,463.2% | -5,058.3% | -38.5% |
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