+5,520.4%
CNQ vs GD
+2,100.9%
+3,419.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +2.5% | +2.7% | -0.2% | +0.8% |
| 30D | -4.0% | +8.6% | -12.6% | -8.7% |
| 3M | +5.5% | -7.1% | +12.5% | +9.8% |
| 6M | +7.5% | +7.5% | 0.0% | +1.8% |
| YTD | +51.2% | +9.9% | +41.3% | +39.8% |
| 1Y | +57.3% | +7.6% | +49.7% | +47.1% |
| 3Y | +71.0% | +56.2% | +14.8% | +24.2% |
| 5Y | +206.1% | +100.6% | +105.5% | +89.7% |
| 10Y | +416.2% | +167.8% | +248.4% | +172.6% |
| All | +5,520.4% | +2,100.9% | +3,419.5% | +1,465.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling