+13.3%
CNQ vs NDAQ
+4.6%
+8.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -1.4% |
| 7D | -0.7% | -6.8% | +6.1% | -1.6% |
| 30D | +6.7% | -3.2% | +9.9% | +6.3% |
| 3M | +12.8% | +6.5% | +6.3% | +13.5% |
| 6M | +13.3% | +5.7% | +7.6% | +14.5% |
| All | +13.3% | +4.6% | +8.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 6mo: compounded portfolio wealth divided by compounded NDAQ 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…
6mo analysis · Full analysis span regression · 6 months rolling