+442.4%
CNQ vs DG
+560.3%
-117.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | +0.1% | -6.5% | +6.6% | +0.9% |
| 30D | +6.2% | +4.2% | +2.0% | +5.7% |
| 3M | +12.4% | +9.5% | +2.9% | +10.9% |
| 6M | +9.0% | -13.1% | +22.2% | +10.4% |
| YTD | +52.2% | -4.8% | +57.0% | +52.1% |
| 1Y | +65.0% | +20.6% | +44.4% | +59.2% |
| 3Y | +78.8% | +4.9% | +73.9% | +71.2% |
| 5Y | +286.0% | -37.9% | +323.8% | +299.1% |
| 10Y | +420.7% | +102.2% | +318.5% | +326.7% |
| All | +442.4% | +560.3% | -117.9% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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