+41.9%
CMI vs CNQ
+65.4%
-23.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.7% |
| 7D | -0.7% | +3.0% | -3.7% | -0.5% |
| 30D | -13.4% | +12.8% | -26.2% | -12.7% |
| 3M | -17.0% | +7.0% | -24.0% | -16.3% |
| 6M | -1.6% | +16.5% | -18.1% | -2.8% |
| YTD | +11.0% | +52.0% | -41.1% | +4.7% |
| 1Y | +41.9% | +64.1% | -22.2% | +32.3% |
| All | +41.9% | +65.4% | -23.5% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling