+81.8%
CNQ vs GD
+72.5%
+9.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -0.9% | -3.1% | +2.2% | 0.0% |
| 30D | +8.7% | -10.9% | +19.6% | +12.1% |
| 3M | +15.8% | +2.5% | +13.3% | +14.4% |
| 6M | +13.3% | -1.7% | +14.9% | +13.3% |
| YTD | +54.7% | +6.1% | +48.6% | +49.8% |
| 1Y | +69.5% | +11.7% | +57.8% | +60.4% |
| All | +81.8% | +72.5% | +9.3% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling