+78.8%
CNQ vs M
+112.2%
-33.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -1.2% |
| 7D | +0.1% | -4.2% | +4.3% | +0.4% |
| 30D | +6.2% | -7.2% | +13.4% | +6.8% |
| 3M | +12.4% | -11.1% | +23.5% | +13.2% |
| 6M | +9.0% | +28.8% | -19.8% | +5.4% |
| YTD | +52.2% | +2.0% | +50.2% | +50.9% |
| 1Y | +65.0% | +31.3% | +33.8% | +57.9% |
| 3Y | +78.8% | +119.1% | -40.2% | +58.2% |
| All | +78.8% | +112.2% | -33.4% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling