+272.1%
CNQ vs MKTX
-60.5%
+332.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 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% | +66.2% |
| 3Y | +78.8% | -24.0% | +102.9% | +80.2% |
| All | +272.1% | -60.5% | +332.5% | +298.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling