+9.0%
CNQ vs NWSA
+23.6%
-14.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.5% |
| 7D | +0.1% | -2.8% | +2.9% | -0.9% |
| 30D | +6.2% | +3.0% | +3.2% | +7.4% |
| 3M | +12.4% | +12.3% | +0.1% | +18.0% |
| 6M | +9.0% | +21.9% | -12.8% | +21.0% |
| All | +9.0% | +23.6% | -14.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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