+415.5%
CNQ vs CHD
+126.1%
+289.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.1% | -4.5% | +4.6% | +0.3% |
| 30D | +6.2% | -6.7% | +12.9% | +6.4% |
| 3M | +12.4% | -2.7% | +15.1% | +12.4% |
| 6M | +9.0% | -4.9% | +14.0% | +9.1% |
| YTD | +52.2% | +13.3% | +38.9% | +50.8% |
| 1Y | +65.0% | +1.0% | +64.0% | +64.6% |
| 3Y | +78.8% | +1.3% | +77.5% | +77.3% |
| 5Y | +286.0% | +20.8% | +265.1% | +272.0% |
| All | +415.5% | +126.1% | +289.4% | +380.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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