+65.0%
CNQ vs COMP
+13.6%
+51.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.3% | +0.2% |
| 7D | +0.1% | -5.5% | +5.6% | -0.9% |
| 30D | +6.2% | -17.4% | +23.6% | +2.7% |
| 3M | +12.4% | +24.4% | -12.0% | +17.1% |
| 6M | +9.0% | +21.8% | -12.8% | +16.7% |
| YTD | +52.2% | -0.6% | +52.8% | +61.7% |
| 1Y | +65.0% | +11.5% | +53.6% | +77.3% |
| All | +65.0% | +13.6% | +51.4% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling