+275.6%
CNQ vs DOC
-24.5%
+300.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | +3.0% | -1.5% | +4.5% | +3.3% |
| 30D | +12.8% | -4.8% | +17.5% | +13.9% |
| 3M | +7.0% | +6.9% | +0.1% | +5.0% |
| 6M | +16.5% | +20.7% | -4.3% | +10.2% |
| YTD | +52.0% | +34.1% | +17.9% | +38.7% |
| 1Y | +64.1% | +22.6% | +41.5% | +53.6% |
| 3Y | +74.3% | +20.8% | +53.5% | +61.3% |
| All | +275.6% | -24.5% | +300.2% | +324.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling