+57.9%
CNQ vs DGX
+45.7%
+12.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -11.2% | +0.7% | -11.9% | -11.0% |
| 30D | +1.7% | +11.5% | -9.8% | +2.3% |
| 3M | +10.3% | +8.4% | +1.9% | +10.9% |
| 6M | +4.3% | +34.5% | -30.3% | +6.7% |
| YTD | +48.7% | +49.3% | -0.6% | +48.5% |
| 1Y | +57.9% | +45.3% | +12.6% | +59.9% |
| All | +57.9% | +45.7% | +12.2% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling