+78.8%
CNQ vs D
+58.3%
+20.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +0.1% | -2.2% | +2.4% | +0.4% |
| 30D | +6.2% | -4.5% | +10.7% | +6.8% |
| 3M | +12.4% | -2.5% | +14.9% | +12.7% |
| 6M | +9.0% | +5.5% | +3.5% | +8.1% |
| YTD | +52.2% | +13.3% | +38.9% | +49.6% |
| 1Y | +65.0% | +11.8% | +53.2% | +62.3% |
| 3Y | +78.8% | +56.7% | +22.1% | +70.3% |
| All | +78.8% | +58.3% | +20.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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