+78.8%
CNQ vs CCJ
+162.5%
-83.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +0.1% | -4.0% | +4.1% | +0.6% |
| 30D | +6.2% | -2.4% | +8.6% | +6.4% |
| 3M | +12.4% | -2.3% | +14.7% | +12.3% |
| 6M | +9.0% | -16.2% | +25.2% | +10.4% |
| YTD | +52.2% | +5.7% | +46.5% | +47.5% |
| 1Y | +65.0% | +21.3% | +43.8% | +53.9% |
| 3Y | +78.8% | +159.4% | -80.6% | +34.7% |
| All | +78.8% | +162.5% | -83.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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