+359.6%
CNQ vs GH
+467.1%
-107.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | +0.1% | -2.5% | +2.6% | +0.4% |
| 30D | +6.2% | -4.7% | +10.9% | +6.7% |
| 3M | +12.4% | +20.2% | -7.9% | +9.7% |
| 6M | +9.0% | +78.8% | -69.8% | +1.3% |
| YTD | +52.2% | +54.1% | -1.9% | +43.4% |
| 1Y | +65.0% | +177.1% | -112.0% | +43.9% |
| 3Y | +78.8% | +371.6% | -292.8% | +39.9% |
| 5Y | +286.0% | +21.9% | +264.1% | +242.1% |
| All | +359.6% | +467.1% | -107.5% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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