+57.9%
CNQ vs GTLB
+4.3%
+53.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.7% |
| 7D | -11.2% | -13.5% | +2.3% | -11.8% |
| 30D | +1.7% | -5.1% | +6.8% | +1.5% |
| 3M | +10.3% | +35.5% | -25.2% | +12.3% |
| 6M | +4.3% | +97.2% | -93.0% | +8.2% |
| YTD | +48.7% | +30.5% | +18.2% | +49.3% |
| 1Y | +57.9% | +6.9% | +51.0% | +58.3% |
| All | +57.9% | +4.3% | +53.6% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling