+78.8%
CNQ vs NTR
+36.8%
+42.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.1% | -1.3% | +1.4% | +0.7% |
| 30D | +6.2% | +16.8% | -10.6% | -1.2% |
| 3M | +12.4% | +20.7% | -8.4% | +2.8% |
| 6M | +9.0% | +0.5% | +8.5% | +7.9% |
| YTD | +52.2% | +29.2% | +23.0% | +35.1% |
| 1Y | +65.0% | +39.6% | +25.4% | +41.2% |
| 3Y | +78.8% | +37.9% | +41.0% | +50.5% |
| All | +78.8% | +36.8% | +42.1% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling