+415.5%
CNQ vs EXEL
+375.2%
+40.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | +0.1% | -4.9% | +5.0% | +0.9% |
| 30D | +6.2% | +11.4% | -5.2% | +4.4% |
| 3M | +12.4% | +4.9% | +7.5% | +11.2% |
| 6M | +9.0% | +34.4% | -25.4% | +3.3% |
| YTD | +52.2% | +28.0% | +24.2% | +45.0% |
| 1Y | +65.0% | +43.6% | +21.4% | +53.6% |
| 3Y | +78.8% | +155.2% | -76.4% | +45.3% |
| 5Y | +286.0% | +181.2% | +104.8% | +201.7% |
| All | +415.5% | +375.2% | +40.3% | +309.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling