+5,649.5%
CNQ vs D
+727.7%
+4,921.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.7% |
| 7D | -0.9% | -0.4% | -0.4% | -0.7% |
| 30D | +8.7% | -2.1% | +10.8% | +9.8% |
| 3M | +15.8% | -0.7% | +16.6% | +16.1% |
| 6M | +13.3% | +5.6% | +7.7% | +9.3% |
| YTD | +54.7% | +14.6% | +40.1% | +43.2% |
| 1Y | +69.5% | +15.3% | +54.2% | +55.7% |
| 3Y | +77.3% | +59.1% | +18.2% | +31.7% |
| 5Y | +290.3% | +3.9% | +286.4% | +260.2% |
| 10Y | +429.3% | +38.5% | +390.8% | +281.8% |
| All | +5,649.5% | +727.7% | +4,921.9% | +1,774.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling