+415.5%
CNQ vs CNP
+137.0%
+278.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | -1.4% | +1.5% | +0.8% |
| 30D | +6.2% | -2.9% | +9.1% | +7.7% |
| 3M | +12.4% | -7.5% | +19.9% | +16.6% |
| 6M | +9.0% | -7.9% | +16.9% | +13.0% |
| YTD | +52.2% | +3.7% | +48.5% | +48.2% |
| 1Y | +65.0% | +4.6% | +60.4% | +59.6% |
| 3Y | +78.8% | +49.1% | +29.7% | +38.5% |
| 5Y | +286.0% | +69.2% | +216.8% | +174.5% |
| All | +415.5% | +137.0% | +278.5% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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