+5,556.5%
CNQ vs DTE
+1,336.7%
+4,219.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | +0.3% |
| 7D | +0.1% | -2.6% | +2.7% | +1.7% |
| 30D | +6.2% | -4.4% | +10.6% | +9.1% |
| 3M | +12.4% | -8.3% | +20.7% | +18.1% |
| 6M | +9.0% | -8.1% | +17.1% | +13.7% |
| YTD | +52.2% | +4.4% | +47.8% | +46.6% |
| 1Y | +65.0% | +0.2% | +64.9% | +62.6% |
| 3Y | +78.8% | +42.6% | +36.2% | +36.9% |
| 5Y | +286.0% | +31.5% | +254.5% | +206.0% |
| 10Y | +420.7% | +138.2% | +282.5% | +180.7% |
| All | +5,556.5% | +1,336.7% | +4,219.8% | +1,148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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