+5,556.5%
CNQ vs DGX
+1,216.1%
+4,340.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | +6.2% | -1.2% | +7.4% | +6.5% |
| 3M | +12.4% | +15.8% | -3.4% | +7.5% |
| 6M | +9.0% | +18.2% | -9.2% | +3.4% |
| YTD | +52.2% | +37.2% | +15.0% | +37.9% |
| 1Y | +65.0% | +30.4% | +34.7% | +51.4% |
| 3Y | +78.8% | +96.7% | -17.9% | +43.4% |
| 5Y | +286.0% | +67.2% | +218.8% | +219.7% |
| 10Y | +420.7% | +253.9% | +166.8% | +237.7% |
| All | +5,556.5% | +1,216.1% | +4,340.4% | +2,983.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling