+78.8%
CNQ vs P
+147.6%
-68.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.9% |
| 7D | +0.1% | -1.3% | +1.5% | +0.2% |
| 30D | +6.2% | -11.9% | +18.1% | +7.1% |
| 3M | +12.4% | +41.6% | -29.2% | +8.6% |
| 6M | +9.0% | +58.1% | -49.1% | +3.6% |
| YTD | +52.2% | +46.5% | +5.7% | +45.0% |
| 1Y | +65.0% | +19.1% | +46.0% | +58.8% |
| 3Y | +78.8% | +150.6% | -71.7% | +48.4% |
| All | +78.8% | +147.6% | -68.8% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling