+5,587.9%
CNQ vs ALL
+1,601.7%
+3,986.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -0.7% | -4.3% | +3.6% | +1.4% |
| 30D | +6.7% | -3.6% | +10.3% | +8.3% |
| 3M | +12.8% | +13.2% | -0.4% | +5.5% |
| 6M | +13.3% | +22.5% | -9.2% | +1.6% |
| YTD | +53.1% | +22.7% | +30.3% | +36.1% |
| 1Y | +66.1% | +28.3% | +37.7% | +43.9% |
| 3Y | +75.4% | +152.0% | -76.6% | +4.7% |
| 5Y | +288.1% | +115.4% | +172.7% | +142.5% |
| 10Y | +423.6% | +361.5% | +62.1% | +131.7% |
| All | +5,587.9% | +1,601.7% | +3,986.3% | +1,385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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