+5,423.2%
CNQ vs DOC
+642.0%
+4,781.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | -1.5% | +1.0% | -2.6% | -1.9% |
| 30D | -3.2% | +8.1% | -11.3% | -6.5% |
| 3M | +3.6% | +0.9% | +2.7% | +2.7% |
| 6M | +10.3% | +6.3% | +4.0% | +6.4% |
| YTD | +48.6% | +33.8% | +14.8% | +28.0% |
| 1Y | +55.3% | +21.6% | +33.7% | +39.0% |
| 3Y | +69.6% | +53.4% | +16.2% | +34.2% |
| 5Y | +198.8% | -21.0% | +219.8% | +208.2% |
| 10Y | +407.2% | +22.5% | +384.7% | +325.2% |
| All | +5,423.2% | +642.0% | +4,781.2% | +3,312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling