+341.0%
CNQ vs PL
+81.7%
+259.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | -1.8% | -7.5% | +5.8% | -1.3% |
| 30D | +11.8% | -25.6% | +37.4% | +13.7% |
| 3M | +11.1% | -45.6% | +56.7% | +14.8% |
| 6M | +12.1% | -29.5% | +41.6% | +12.6% |
| YTD | +53.4% | -9.7% | +63.0% | +50.9% |
| 1Y | +71.4% | +84.4% | -13.0% | +59.0% |
| 3Y | +75.8% | +550.0% | -474.2% | +38.9% |
| 5Y | +286.0% | +79.0% | +207.0% | +225.7% |
| All | +341.0% | +81.7% | +259.2% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling