+272.1%
CNQ vs GME
-56.3%
+328.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.7% |
| 7D | +0.1% | +10.4% | -10.3% | -0.2% |
| 30D | +6.2% | +14.1% | -7.9% | +5.7% |
| 3M | +12.4% | -4.6% | +17.0% | +12.5% |
| 6M | +9.0% | -13.5% | +22.6% | +9.4% |
| YTD | +52.2% | +5.3% | +46.9% | +51.5% |
| 1Y | +65.0% | -14.9% | +79.9% | +65.5% |
| 3Y | +78.8% | +24.3% | +54.6% | +65.9% |
| All | +272.1% | -56.3% | +328.4% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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