+272.1%
CNQ vs OMC
+30.5%
+241.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +0.1% | -4.4% | +4.5% | +1.1% |
| 30D | +6.2% | -7.6% | +13.8% | +7.8% |
| 3M | +12.4% | +4.5% | +7.8% | +10.2% |
| 6M | +9.0% | -0.3% | +9.3% | +7.9% |
| YTD | +52.2% | -0.1% | +52.3% | +49.8% |
| 1Y | +65.0% | +4.6% | +60.4% | +59.5% |
| 3Y | +78.8% | +10.5% | +68.4% | +64.9% |
| All | +272.1% | +30.5% | +241.6% | +197.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling