+638.9%
CNQ vs P
+470.9%
+168.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.6% |
| 7D | -0.9% | +5.0% | -5.9% | -1.9% |
| 30D | +8.7% | -0.9% | +9.6% | +8.3% |
| 3M | +15.8% | +38.7% | -22.8% | +7.2% |
| 6M | +13.3% | +54.4% | -41.1% | +1.3% |
| YTD | +54.7% | +44.8% | +9.9% | +38.9% |
| 1Y | +69.5% | +22.5% | +47.0% | +54.3% |
| 3Y | +77.3% | +148.2% | -70.9% | +27.5% |
| 5Y | +290.3% | +268.9% | +21.4% | +143.5% |
| 10Y | +429.3% | +696.9% | -267.6% | +169.9% |
| All | +638.9% | +470.9% | +168.0% | +277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling