+415.5%
CNQ vs GD
+196.4%
+219.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.9% |
| 7D | +0.1% | -1.0% | +1.1% | +0.8% |
| 30D | +6.2% | -9.7% | +15.9% | +13.9% |
| 3M | +12.4% | -0.4% | +12.8% | +11.9% |
| 6M | +9.0% | +1.5% | +7.5% | +5.9% |
| YTD | +52.2% | +7.1% | +45.1% | +40.9% |
| 1Y | +65.0% | +9.9% | +55.2% | +49.1% |
| 3Y | +78.8% | +74.6% | +4.2% | +6.9% |
| 5Y | +286.0% | +96.1% | +189.9% | +106.0% |
| All | +415.5% | +196.4% | +219.1% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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