+272.1%
CNQ vs D
+3.6%
+268.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +0.1% | -2.2% | +2.4% | +0.6% |
| 30D | +6.2% | -4.5% | +10.7% | +7.3% |
| 3M | +12.4% | -2.5% | +14.9% | +12.9% |
| 6M | +9.0% | +5.5% | +3.5% | +7.4% |
| YTD | +52.2% | +13.3% | +38.9% | +47.5% |
| 1Y | +65.0% | +11.8% | +53.2% | +60.1% |
| 3Y | +78.8% | +56.7% | +22.1% | +55.3% |
| All | +272.1% | +3.6% | +268.5% | +278.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling