+5,556.5%
CNQ vs DD
+448.1%
+5,108.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +0.1% | -3.5% | +3.6% | +1.9% |
| 30D | +6.2% | -11.7% | +17.9% | +12.7% |
| 3M | +12.4% | -9.2% | +21.6% | +17.0% |
| 6M | +9.0% | -7.2% | +16.2% | +10.5% |
| YTD | +52.2% | +6.6% | +45.6% | +42.8% |
| 1Y | +65.0% | +32.0% | +33.0% | +37.4% |
| 3Y | +78.8% | +42.1% | +36.7% | +38.6% |
| 5Y | +286.0% | +58.1% | +227.9% | +176.9% |
| 10Y | +420.7% | +65.3% | +355.4% | +254.5% |
| All | +5,556.5% | +448.1% | +5,108.4% | +2,445.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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