+78.8%
CNQ vs GFS
-19.7%
+98.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.8% |
| 7D | +0.1% | +3.8% | -3.7% | -0.3% |
| 30D | +6.2% | -11.7% | +17.9% | +7.4% |
| 3M | +12.4% | -41.8% | +54.1% | +18.3% |
| 6M | +9.0% | +6.6% | +2.4% | +5.2% |
| YTD | +52.2% | +34.6% | +17.6% | +40.0% |
| 1Y | +65.0% | +46.2% | +18.9% | +48.9% |
| 3Y | +78.8% | -20.3% | +99.2% | +70.7% |
| All | +78.8% | -19.7% | +98.6% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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