+5,556.5%
CNQ vs GWW
+6,145.1%
-588.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.9% |
| 7D | +0.1% | -3.4% | +3.5% | +1.7% |
| 30D | +6.2% | -1.9% | +8.1% | +7.0% |
| 3M | +12.4% | -2.4% | +14.8% | +12.9% |
| 6M | +9.0% | +15.7% | -6.7% | +0.1% |
| YTD | +52.2% | +27.6% | +24.6% | +33.0% |
| 1Y | +65.0% | +27.2% | +37.8% | +43.9% |
| 3Y | +78.8% | +89.7% | -10.8% | +24.8% |
| 5Y | +286.0% | +223.9% | +62.1% | +98.8% |
| 10Y | +420.7% | +567.1% | -146.4% | +78.1% |
| All | +5,556.5% | +6,145.1% | -588.6% | +981.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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