+5,549.9%
CNQ vs DOC
+644.1%
+4,905.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.6% |
| 7D | +3.0% | -1.5% | +4.5% | +3.6% |
| 30D | +12.8% | -4.8% | +17.5% | +14.8% |
| 3M | +7.0% | +6.9% | +0.1% | +3.6% |
| 6M | +16.5% | +20.7% | -4.3% | +5.5% |
| YTD | +52.0% | +34.1% | +17.9% | +31.4% |
| 1Y | +64.1% | +22.6% | +41.5% | +46.6% |
| 3Y | +74.3% | +20.8% | +53.5% | +52.7% |
| 5Y | +268.4% | -24.9% | +293.3% | +289.7% |
| 10Y | +400.2% | -1.8% | +402.0% | +359.6% |
| All | +5,549.9% | +644.1% | +4,905.8% | +3,403.8% |
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