+5,645.3%
CNQ vs GME
+1,205.5%
+4,439.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.8% |
| 7D | +0.1% | +10.4% | -10.3% | -0.5% |
| 30D | +6.2% | +14.1% | -7.9% | +5.3% |
| 3M | +12.4% | -4.6% | +17.0% | +12.6% |
| 6M | +9.0% | -13.5% | +22.6% | +9.7% |
| YTD | +52.2% | +5.3% | +46.9% | +51.1% |
| 1Y | +65.0% | -14.9% | +79.9% | +65.9% |
| 3Y | +78.8% | +24.3% | +54.6% | +61.0% |
| 5Y | +286.0% | -55.6% | +341.5% | +256.2% |
| 10Y | +420.7% | +288.5% | +132.3% | +103.8% |
| All | +5,645.3% | +1,205.5% | +4,439.9% | +1,710.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling