+415.5%
CNQ vs M
-3.0%
+418.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -2.1% |
| 7D | +0.1% | -4.2% | +4.3% | +0.9% |
| 30D | +6.2% | -7.2% | +13.4% | +7.6% |
| 3M | +12.4% | -11.1% | +23.5% | +14.3% |
| 6M | +9.0% | +28.8% | -19.8% | +1.8% |
| YTD | +52.2% | +2.0% | +50.2% | +48.7% |
| 1Y | +65.0% | +31.3% | +33.8% | +51.8% |
| 3Y | +78.8% | +119.1% | -40.2% | +37.5% |
| 5Y | +286.0% | +29.7% | +256.3% | +209.0% |
| All | +415.5% | -3.0% | +418.5% | +234.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling