+55.3%
CNQ vs DOC
+22.3%
+33.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | -1.5% | +1.0% | -2.6% | -1.3% |
| 30D | -3.2% | +8.1% | -11.3% | -1.5% |
| 3M | +3.6% | +0.9% | +2.7% | +4.1% |
| 6M | +10.3% | +6.3% | +4.0% | +11.8% |
| YTD | +48.6% | +33.8% | +14.8% | +57.2% |
| 1Y | +55.3% | +21.6% | +33.7% | +64.4% |
| All | +55.3% | +22.3% | +33.0% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling