+313.0%
CNQ vs COMP
-50.5%
+363.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.3% | -0.7% |
| 7D | +0.1% | -5.5% | +5.6% | +0.4% |
| 30D | +6.2% | -17.4% | +23.6% | +7.1% |
| 3M | +12.4% | +24.4% | -12.0% | +10.4% |
| 6M | +9.0% | +21.8% | -12.8% | +6.6% |
| YTD | +52.2% | -0.6% | +52.8% | +50.5% |
| 1Y | +65.0% | +11.5% | +53.6% | +61.1% |
| 3Y | +78.8% | +220.4% | -141.6% | +54.2% |
| 5Y | +286.0% | -26.6% | +312.5% | +256.9% |
| All | +313.0% | -50.5% | +363.5% | +313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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