+272.1%
CNQ vs CNH
+8.8%
+263.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | +0.1% | -5.7% | +5.8% | +1.8% |
| 30D | +6.2% | +26.6% | -20.4% | -1.8% |
| 3M | +12.4% | +31.1% | -18.7% | +1.7% |
| 6M | +9.0% | +24.9% | -15.9% | -1.3% |
| YTD | +52.2% | +48.7% | +3.5% | +27.8% |
| 1Y | +65.0% | +22.2% | +42.8% | +49.4% |
| 3Y | +78.8% | +7.4% | +71.4% | +65.4% |
| All | +272.1% | +8.8% | +263.2% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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