+78.8%
CNQ vs EXEL
+154.7%
-75.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | +0.1% | -4.9% | +5.0% | 0.0% |
| 30D | +6.2% | +11.4% | -5.2% | +6.4% |
| 3M | +12.4% | +4.9% | +7.5% | +12.4% |
| 6M | +9.0% | +34.4% | -25.4% | +9.0% |
| YTD | +52.2% | +28.0% | +24.2% | +52.2% |
| 1Y | +65.0% | +43.6% | +21.4% | +64.5% |
| 3Y | +78.8% | +155.2% | -76.4% | +73.2% |
| All | +78.8% | +154.7% | -75.9% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling