+324.9%
CNQ vs CPAY
+1,532.9%
-1,208.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | -2.0% | +2.1% | +1.0% |
| 30D | +6.2% | -0.4% | +6.6% | +6.2% |
| 3M | +12.4% | +16.4% | -4.0% | +4.0% |
| 6M | +9.0% | +23.5% | -14.5% | -3.5% |
| YTD | +52.2% | +35.7% | +16.6% | +26.2% |
| 1Y | +65.0% | +30.2% | +34.9% | +38.4% |
| 3Y | +78.8% | +49.7% | +29.1% | +32.5% |
| 5Y | +286.0% | +56.6% | +229.4% | +170.7% |
| 10Y | +420.7% | +153.8% | +266.9% | +184.9% |
| All | +324.9% | +1,532.9% | -1,208.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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