+272.1%
CNQ vs CMS
+22.4%
+249.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.1% | -1.9% | +2.0% | +0.5% |
| 30D | +6.2% | -4.1% | +10.3% | +7.0% |
| 3M | +12.4% | -7.1% | +19.4% | +13.8% |
| 6M | +9.0% | -10.1% | +19.1% | +11.0% |
| YTD | +52.2% | -1.7% | +53.9% | +52.0% |
| 1Y | +65.0% | -3.4% | +68.4% | +65.2% |
| 3Y | +78.8% | +31.6% | +47.3% | +62.9% |
| All | +272.1% | +22.4% | +249.7% | +245.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling