+206.7%
CNQ vs GTLB
-50.1%
+256.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +0.1% | -5.7% | +5.8% | +0.4% |
| 30D | +6.2% | +15.1% | -8.9% | +5.2% |
| 3M | +12.4% | +65.5% | -53.1% | +8.7% |
| 6M | +9.0% | +102.9% | -93.9% | +3.7% |
| YTD | +52.2% | +25.2% | +27.0% | +49.0% |
| 1Y | +65.0% | -5.5% | +70.6% | +64.4% |
| 3Y | +78.8% | -10.9% | +89.7% | +75.2% |
| All | +206.7% | -50.1% | +256.9% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling