+272.1%
CNQ vs CP
+34.9%
+237.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +0.1% | -2.6% | +2.7% | +1.4% |
| 30D | +6.2% | -3.7% | +9.9% | +8.0% |
| 3M | +12.4% | +0.1% | +12.2% | +11.7% |
| 6M | +9.0% | +7.8% | +1.2% | +3.4% |
| YTD | +52.2% | +21.7% | +30.5% | +34.6% |
| 1Y | +65.0% | +18.6% | +46.4% | +47.7% |
| 3Y | +78.8% | +17.5% | +61.3% | +56.2% |
| All | +272.1% | +34.9% | +237.2% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 5y: compounded portfolio wealth divided by compounded CP 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…
5y analysis · Full analysis span regression · 6 months rolling