+447.7%
CNQ vs IT
+120.4%
+327.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | -2.1% |
| 7D | +0.6% | +5.7% | -5.1% | -1.2% |
| 30D | +5.8% | +8.8% | -3.0% | +2.8% |
| 3M | +13.3% | +33.0% | -19.7% | +2.1% |
| 6M | +6.9% | +18.2% | -11.3% | -1.3% |
| YTD | +53.0% | -21.9% | +74.9% | +59.5% |
| 1Y | +66.0% | -20.3% | +86.3% | +70.6% |
| 3Y | +74.3% | -44.7% | +119.0% | +93.3% |
| 5Y | +281.3% | -36.6% | +317.8% | +281.7% |
| 10Y | +447.7% | +122.3% | +325.5% | +237.0% |
| All | +447.7% | +120.4% | +327.3% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling