+415.5%
CNQ vs MKTX
+5.0%
+410.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | -0.2% | +0.4% | +0.1% |
| 30D | +6.2% | +0.7% | +5.5% | +6.1% |
| 3M | +12.4% | +40.8% | -28.4% | +7.9% |
| 6M | +9.0% | -8.0% | +17.0% | +9.5% |
| YTD | +52.2% | -8.7% | +60.9% | +52.9% |
| 1Y | +65.0% | -11.8% | +76.9% | +66.3% |
| 3Y | +78.8% | -24.0% | +102.9% | +80.6% |
| 5Y | +286.0% | -60.3% | +346.3% | +314.7% |
| All | +415.5% | +5.0% | +410.5% | +379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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