+5,556.5%
CNQ vs IT
+1,261.8%
+4,294.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.8% | -2.0% |
| 7D | +0.1% | -3.7% | +3.8% | +1.0% |
| 30D | +6.2% | +0.1% | +6.1% | +5.7% |
| 3M | +12.4% | +20.7% | -8.3% | +4.4% |
| 6M | +9.0% | +12.0% | -2.9% | +2.3% |
| YTD | +52.2% | -28.8% | +81.0% | +60.2% |
| 1Y | +65.0% | -25.5% | +90.6% | +70.4% |
| 3Y | +78.8% | -48.8% | +127.6% | +98.3% |
| 5Y | +286.0% | -42.7% | +328.7% | +304.4% |
| 10Y | +420.7% | +102.5% | +318.2% | +267.9% |
| All | +5,556.5% | +1,261.8% | +4,294.7% | +2,369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling