+453.9%
CLS vs CNQ
+5,432.5%
-4,978.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | -10.2% | +12.4% | -22.6% | -14.8% |
| 6M | +30.4% | +9.0% | +21.4% | +24.2% |
| YTD | +17.2% | +52.2% | -35.0% | -2.2% |
| 1Y | +41.0% | +65.0% | -24.0% | +14.0% |
| 3Y | +1,338.0% | +78.8% | +1,259.1% | +1,023.5% |
| 5Y | +3,860.6% | +286.0% | +3,574.6% | +2,181.0% |
| 10Y | +3,160.1% | +420.7% | +2,739.4% | +1,397.3% |
| All | +453.9% | +5,432.5% | -4,978.6% | +23.1% |
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