+5,587.9%
CNQ vs DAR
+5,209.6%
+378.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -0.7% | +0.9% | -1.6% | -0.8% |
| 30D | +6.7% | +6.4% | +0.3% | +5.7% |
| 3M | +12.8% | +13.2% | -0.4% | +10.7% |
| 6M | +13.3% | +26.2% | -12.9% | +9.6% |
| YTD | +53.1% | +84.4% | -31.3% | +40.2% |
| 1Y | +66.1% | +112.0% | -46.0% | +48.7% |
| 3Y | +75.4% | +13.4% | +62.1% | +68.6% |
| 5Y | +288.1% | -6.0% | +294.1% | +280.7% |
| 10Y | +423.6% | +372.0% | +51.6% | +327.0% |
| All | +5,587.9% | +5,209.6% | +378.3% | +4,395.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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