+491.9%
CNQ vs NWSA
+121.1%
+370.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.1% | -2.8% | +2.9% | +1.4% |
| 30D | +6.2% | +3.0% | +3.2% | +4.6% |
| 3M | +12.4% | +12.3% | +0.1% | +5.4% |
| 6M | +9.0% | +21.9% | -12.8% | -2.5% |
| YTD | +52.2% | +13.6% | +38.6% | +39.9% |
| 1Y | +65.0% | +0.5% | +64.6% | +60.5% |
| 3Y | +78.8% | +43.8% | +35.1% | +41.5% |
| 5Y | +286.0% | +41.2% | +244.8% | +194.9% |
| 10Y | +420.7% | +148.6% | +272.1% | +167.7% |
| All | +491.9% | +121.1% | +370.9% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling