+272.1%
CNQ vs NOC
+58.2%
+213.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +6.2% | -9.7% | +15.9% | +8.7% |
| 3M | +12.4% | -5.6% | +18.0% | +13.6% |
| 6M | +9.0% | -28.6% | +37.6% | +18.1% |
| YTD | +52.2% | -7.9% | +60.1% | +53.6% |
| 1Y | +65.0% | -9.5% | +74.6% | +67.1% |
| 3Y | +78.8% | +28.4% | +50.5% | +59.3% |
| All | +272.1% | +58.2% | +213.9% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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