+415.5%
CNQ vs CG
+314.7%
+100.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | +0.1% | -9.9% | +10.0% | +4.1% |
| 30D | +6.2% | -11.7% | +17.9% | +10.9% |
| 3M | +12.4% | -4.3% | +16.6% | +12.8% |
| 6M | +9.0% | -8.8% | +17.8% | +10.2% |
| YTD | +52.2% | -26.9% | +79.1% | +66.2% |
| 1Y | +65.0% | -35.4% | +100.5% | +88.8% |
| 3Y | +78.8% | +43.0% | +35.8% | +32.5% |
| 5Y | +286.0% | +1.9% | +284.1% | +215.3% |
| All | +415.5% | +314.7% | +100.8% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling