+5,587.9%
CNQ vs CP
+4,690.1%
+897.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.2% |
| 7D | -0.7% | -2.7% | +2.0% | +1.1% |
| 30D | +6.7% | -3.4% | +10.1% | +8.8% |
| 3M | +12.8% | -0.6% | +13.4% | +12.5% |
| 6M | +13.3% | +6.3% | +7.0% | +6.9% |
| YTD | +53.1% | +21.2% | +31.9% | +32.0% |
| 1Y | +66.1% | +20.0% | +46.0% | +43.5% |
| 3Y | +75.4% | +18.7% | +56.7% | +48.6% |
| 5Y | +288.1% | +34.8% | +253.4% | +196.6% |
| 10Y | +423.6% | +228.8% | +194.8% | +130.4% |
| All | +5,587.9% | +4,690.1% | +897.8% | +682.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling