+404.2%
CNQ vs DOC
+21.5%
+382.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -5.8% | +6.6% | -12.4% | -8.5% |
| 3M | +4.2% | -1.1% | +5.3% | +4.1% |
| 6M | +6.7% | +4.8% | +1.9% | +3.5% |
| YTD | +49.3% | +32.1% | +17.2% | +28.4% |
| 1Y | +55.8% | +21.9% | +33.9% | +38.8% |
| 3Y | +70.3% | +51.4% | +18.9% | +32.1% |
| 5Y | +202.2% | -21.2% | +223.4% | +220.1% |
| All | +404.2% | +21.5% | +382.8% | +384.0% |
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