+415.5%
CNQ vs CMS
+118.9%
+296.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +6.2% | -4.1% | +10.3% | +7.4% |
| 3M | +12.4% | -7.1% | +19.4% | +14.4% |
| 6M | +9.0% | -10.1% | +19.1% | +11.8% |
| YTD | +52.2% | -1.7% | +53.9% | +52.2% |
| 1Y | +65.0% | -3.4% | +68.4% | +65.5% |
| 3Y | +78.8% | +31.6% | +47.3% | +60.9% |
| 5Y | +286.0% | +23.3% | +262.7% | +251.5% |
| All | +415.5% | +118.9% | +296.6% | +383.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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