+337.7%
CNQ vs PL
+67.9%
+269.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.5% |
| 7D | +0.1% | -9.2% | +9.3% | +0.7% |
| 30D | +6.2% | -32.9% | +39.1% | +8.6% |
| 3M | +12.4% | -51.9% | +64.2% | +16.9% |
| 6M | +9.0% | -35.3% | +44.4% | +10.1% |
| YTD | +52.2% | -16.6% | +68.8% | +50.4% |
| 1Y | +65.0% | +70.1% | -5.1% | +53.9% |
| 3Y | +78.8% | +479.2% | -400.4% | +42.4% |
| 5Y | +286.0% | +65.9% | +220.1% | +227.3% |
| All | +337.7% | +67.9% | +269.8% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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