+64.1%
CNQ vs M
+46.1%
+18.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.2% |
| 7D | +3.0% | +4.7% | -1.7% | +3.3% |
| 30D | +12.8% | -9.6% | +22.4% | +12.2% |
| 3M | +7.0% | +0.9% | +6.2% | +7.0% |
| 6M | +16.5% | +22.3% | -5.8% | +17.2% |
| YTD | +52.0% | +6.5% | +45.5% | +54.7% |
| 1Y | +64.1% | +38.8% | +25.3% | +60.1% |
| All | +64.1% | +46.1% | +18.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling