+78.8%
CNQ vs DGX
+96.4%
-17.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.6% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +6.2% | -1.2% | +7.4% | +6.2% |
| 3M | +12.4% | +15.8% | -3.4% | +11.8% |
| 6M | +9.0% | +18.2% | -9.2% | +8.4% |
| YTD | +52.2% | +37.2% | +15.0% | +49.3% |
| 1Y | +65.0% | +30.4% | +34.7% | +62.6% |
| 3Y | +78.8% | +96.7% | -17.9% | +66.6% |
| All | +78.8% | +96.4% | -17.6% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling