+415.5%
CNQ vs OMC
+34.2%
+381.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +0.1% | -4.4% | +4.5% | +2.2% |
| 30D | +6.2% | -7.6% | +13.8% | +9.8% |
| 3M | +12.4% | +4.5% | +7.8% | +7.9% |
| 6M | +9.0% | -0.3% | +9.3% | +6.6% |
| YTD | +52.2% | -0.1% | +52.3% | +46.3% |
| 1Y | +65.0% | +4.6% | +60.4% | +52.9% |
| 3Y | +78.8% | +10.5% | +68.4% | +52.7% |
| 5Y | +286.0% | +31.7% | +254.3% | +172.5% |
| All | +415.5% | +34.2% | +381.3% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling