+3,860.6%
CLS vs CNQ
+278.6%
+3,582.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.1% | +6.8% |
| 7D | +10.9% | +0.1% | +10.8% | +10.9% |
| 30D | +2.1% | +6.2% | -4.1% | -0.7% |
| 3M | -10.2% | +12.4% | -22.6% | -15.4% |
| 6M | +30.4% | +9.0% | +21.4% | +23.3% |
| YTD | +17.2% | +52.2% | -35.0% | -6.6% |
| 1Y | +41.0% | +65.0% | -24.0% | +7.6% |
| 3Y | +1,338.0% | +78.8% | +1,259.1% | +941.7% |
| All | +3,860.6% | +278.6% | +3,582.0% | +1,644.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling