+272.1%
CNQ vs CHD
+20.9%
+251.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.5% |
| 7D | +0.1% | -4.5% | +4.6% | -0.2% |
| 30D | +6.2% | -6.7% | +12.9% | +5.8% |
| 3M | +12.4% | -2.7% | +15.1% | +12.2% |
| 6M | +9.0% | -4.9% | +14.0% | +8.9% |
| YTD | +52.2% | +13.3% | +38.9% | +52.7% |
| 1Y | +65.0% | +1.0% | +64.0% | +65.0% |
| 3Y | +78.8% | +1.3% | +77.5% | +78.4% |
| All | +272.1% | +20.9% | +251.2% | +289.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling