+64.1%
CNQ vs NYT
+15.2%
+48.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.3% |
| 7D | +3.0% | -1.3% | +4.3% | +2.9% |
| 30D | +12.8% | +2.7% | +10.0% | +13.0% |
| 3M | +7.0% | -10.3% | +17.3% | +6.3% |
| 6M | +16.5% | -16.6% | +33.1% | +15.4% |
| YTD | +52.0% | -2.3% | +54.3% | +54.2% |
| 1Y | +64.1% | +15.0% | +49.1% | +71.5% |
| All | +64.1% | +15.2% | +48.9% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling