+617.4%
CNQ vs CAPR
-99.2%
+716.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.1% | -11.0% | +11.1% | +0.4% |
| 30D | +6.2% | +99.8% | -93.6% | +3.9% |
| 3M | +12.4% | -66.6% | +78.9% | +13.4% |
| 6M | +9.0% | -75.1% | +84.1% | +10.7% |
| YTD | +52.2% | -71.0% | +123.2% | +53.8% |
| 1Y | +65.0% | +30.0% | +35.1% | +51.6% |
| 3Y | +78.8% | +29.0% | +49.9% | +57.9% |
| 5Y | +286.0% | +70.8% | +215.2% | +232.5% |
| 10Y | +420.7% | -78.0% | +498.7% | +316.8% |
| All | +617.4% | -99.2% | +716.6% | +449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling