+5,549.9%
CNQ vs IP
+204.9%
+5,344.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.3% |
| 7D | +3.0% | -5.3% | +8.3% | +5.3% |
| 30D | +12.8% | -10.9% | +23.6% | +18.1% |
| 3M | +7.0% | +11.2% | -4.2% | -0.6% |
| 6M | +16.5% | -10.2% | +26.7% | +16.2% |
| YTD | +52.0% | -2.0% | +54.0% | +44.5% |
| 1Y | +64.1% | -19.1% | +83.2% | +68.5% |
| 3Y | +74.3% | +20.9% | +53.5% | +38.7% |
| 5Y | +268.4% | -17.8% | +286.3% | +247.3% |
| 10Y | +400.2% | +23.5% | +376.7% | +277.9% |
| All | +5,549.9% | +204.9% | +5,344.9% | +2,452.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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