+272.1%
CNQ vs LEN
-11.2%
+283.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.8% |
| 7D | +0.1% | -4.8% | +4.9% | +0.6% |
| 30D | +6.2% | -6.6% | +12.8% | +6.8% |
| 3M | +12.4% | -15.7% | +28.0% | +14.1% |
| 6M | +9.0% | -16.6% | +25.7% | +10.6% |
| YTD | +52.2% | -21.3% | +73.6% | +55.4% |
| 1Y | +65.0% | -42.0% | +107.1% | +76.1% |
| 3Y | +78.8% | -27.9% | +106.8% | +79.9% |
| All | +272.1% | -11.2% | +283.2% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 5y: compounded portfolio wealth divided by compounded LEN 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…
5y analysis · Full analysis span regression · 6 months rolling