+400.8%
CNQ vs DOC
-4.9%
+405.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.1% |
| 7D | -1.8% | -1.5% | -0.3% | -1.2% |
| 30D | +11.8% | -3.7% | +15.6% | +13.5% |
| 3M | +11.1% | +5.2% | +5.9% | +8.2% |
| 6M | +12.1% | +22.5% | -10.4% | +0.7% |
| YTD | +53.4% | +33.2% | +20.1% | +32.1% |
| 1Y | +71.4% | +19.8% | +51.6% | +54.3% |
| 3Y | +75.8% | +23.8% | +52.0% | +51.0% |
| 5Y | +286.0% | -25.4% | +311.4% | +322.3% |
| 10Y | +400.8% | -3.8% | +404.5% | +450.0% |
| All | +400.8% | -4.9% | +405.7% | +450.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling