+5,556.5%
CNQ vs NOC
+2,689.3%
+2,867.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +6.2% | -9.7% | +15.9% | +10.9% |
| 3M | +12.4% | -5.6% | +18.0% | +14.6% |
| 6M | +9.0% | -28.6% | +37.6% | +25.4% |
| YTD | +52.2% | -7.9% | +60.1% | +55.0% |
| 1Y | +65.0% | -9.5% | +74.6% | +69.0% |
| 3Y | +78.8% | +28.4% | +50.5% | +50.3% |
| 5Y | +286.0% | +59.0% | +227.0% | +183.3% |
| 10Y | +420.7% | +191.3% | +229.5% | +169.2% |
| All | +5,556.5% | +2,689.3% | +2,867.2% | +1,117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling