+5,556.5%
CNQ vs COO
+1,184.1%
+4,372.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.1% | -22.5% | +22.6% | +7.3% |
| 30D | +6.2% | -29.7% | +35.9% | +17.0% |
| 3M | +12.4% | -20.1% | +32.5% | +18.8% |
| 6M | +9.0% | -26.9% | +35.9% | +17.5% |
| YTD | +52.2% | -34.2% | +86.4% | +69.0% |
| 1Y | +65.0% | -21.3% | +86.3% | +72.6% |
| 3Y | +78.8% | -38.7% | +117.5% | +96.2% |
| 5Y | +286.0% | -52.2% | +338.2% | +349.7% |
| 10Y | +420.7% | +16.8% | +403.9% | +366.8% |
| All | +5,556.5% | +1,184.1% | +4,372.5% | +2,747.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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