+5,556.5%
CNQ vs GAP
+5.7%
+5,550.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -1.2% |
| 7D | +0.1% | -4.1% | +4.2% | +1.0% |
| 30D | +6.2% | +6.2% | 0.0% | +4.3% |
| 3M | +12.4% | -0.7% | +13.1% | +11.6% |
| 6M | +9.0% | -7.1% | +16.1% | +8.5% |
| YTD | +52.2% | -14.1% | +66.3% | +53.1% |
| 1Y | +65.0% | -8.5% | +73.5% | +62.5% |
| 3Y | +78.8% | +115.4% | -36.5% | +31.7% |
| 5Y | +286.0% | +9.8% | +276.2% | +213.1% |
| 10Y | +420.7% | +30.6% | +390.2% | +257.3% |
| All | +5,556.5% | +5.7% | +5,550.9% | +3,045.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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