+64.1%
CNQ vs CAPR
+48.7%
+15.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +3.0% | -2.0% | +5.0% | +3.0% |
| 30D | +12.8% | +139.2% | -126.4% | +12.0% |
| 3M | +7.0% | -66.4% | +73.4% | +7.3% |
| 6M | +16.5% | -63.1% | +79.6% | +16.7% |
| YTD | +52.0% | -67.4% | +119.5% | +52.4% |
| 1Y | +64.1% | +58.2% | +5.9% | +66.2% |
| All | +64.1% | +48.7% | +15.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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