+78.8%
CNQ vs COPX
+149.4%
-70.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | -2.3% | +2.5% | +0.6% |
| 30D | +6.2% | +0.3% | +5.9% | +5.9% |
| 3M | +12.4% | +6.8% | +5.5% | +9.9% |
| 6M | +9.0% | +7.9% | +1.1% | +4.9% |
| YTD | +52.2% | +23.7% | +28.5% | +36.6% |
| 1Y | +65.0% | +71.5% | -6.5% | +27.9% |
| 3Y | +78.8% | +149.1% | -70.3% | +8.2% |
| All | +78.8% | +149.4% | -70.5% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling