+78.8%
CNQ vs CAPR
+32.6%
+46.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.1% | -11.0% | +11.1% | +0.2% |
| 30D | +6.2% | +99.8% | -93.6% | +5.3% |
| 3M | +12.4% | -66.6% | +78.9% | +12.8% |
| 6M | +9.0% | -75.1% | +84.1% | +9.7% |
| YTD | +52.2% | -71.0% | +123.2% | +52.9% |
| 1Y | +65.0% | +30.0% | +35.1% | +60.2% |
| 3Y | +78.8% | +29.0% | +49.9% | +62.0% |
| All | +78.8% | +32.6% | +46.2% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling