+453.7%
CNQ vs CNH
+54.4%
+399.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | +0.3% |
| 7D | -0.7% | -2.5% | +1.8% | +0.2% |
| 30D | +6.7% | +27.0% | -20.3% | -5.4% |
| 3M | +12.8% | +32.6% | -19.8% | -3.6% |
| 6M | +13.3% | +23.6% | -10.3% | -2.3% |
| YTD | +53.1% | +47.8% | +5.2% | +19.6% |
| 1Y | +66.1% | +21.3% | +44.8% | +42.5% |
| 3Y | +75.4% | +7.0% | +68.5% | +52.8% |
| 5Y | +288.1% | +10.2% | +277.9% | +218.2% |
| 10Y | +423.6% | +153.2% | +270.5% | +166.0% |
| All | +453.7% | +54.4% | +399.3% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling