+204.0%
CNQ vs GD
+99.6%
+104.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +2.5% | +2.7% | -0.2% | +1.2% |
| 30D | -4.0% | +8.6% | -12.6% | -7.6% |
| 3M | +5.5% | -7.1% | +12.5% | +8.9% |
| 6M | +7.5% | +7.5% | 0.0% | +2.9% |
| YTD | +51.2% | +9.9% | +41.3% | +41.5% |
| 1Y | +57.3% | +7.6% | +49.7% | +48.9% |
| 3Y | +71.0% | +56.2% | +14.8% | +23.2% |
| All | +204.0% | +99.6% | +104.4% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling