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  • CNQ vs CG✓SelectedUSD · CGCNQ vs CG performance historyLatest closeAs of-0.55%09/11
Stock and ETF performance explorer

CNQ vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+431.6%
CG return
+306.7%
Excess return
+124.9%
Maximum drawdown
-80.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
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%+10.8%
3M+12.4%-4.3%+16.6%+12.9%
6M+9.0%-8.8%+17.8%+10.2%
YTD+52.2%-26.9%+79.1%+66.0%
1Y+65.0%-35.4%+100.5%+88.2%
3Y+78.8%+43.0%+35.8%+35.3%
5Y+286.0%+1.9%+284.1%+220.0%
10Y+420.7%+313.9%+106.8%+132.4%
All+431.6%+306.7%+124.9%+148.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling