+78.8%
CNQ vs CASY
+158.0%
-79.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | -0.3% |
| 7D | +0.1% | -18.6% | +18.7% | +2.2% |
| 30D | +6.2% | -26.6% | +32.8% | +9.7% |
| 3M | +12.4% | -32.8% | +45.1% | +16.9% |
| 6M | +9.0% | -10.0% | +19.0% | +10.2% |
| YTD | +52.2% | +11.6% | +40.6% | +49.7% |
| 1Y | +65.0% | +11.5% | +53.5% | +62.1% |
| 3Y | +78.8% | +160.7% | -81.8% | +57.3% |
| All | +78.8% | +158.0% | -79.2% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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