-3.1%
CMG vs CNQ
+278.6%
-281.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +10.9% | +6.2% | +4.7% | +10.0% |
| 3M | +15.8% | +12.4% | +3.5% | +13.9% |
| 6M | +6.9% | +9.0% | -2.1% | +5.1% |
| YTD | -2.2% | +52.2% | -54.4% | -9.7% |
| 1Y | -7.1% | +65.0% | -72.1% | -15.5% |
| 3Y | -7.1% | +78.8% | -86.0% | -18.4% |
| All | -3.1% | +278.6% | -281.7% | -25.5% |
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 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