+272.1%
CNQ vs WING
-33.2%
+305.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.0% | -6.5% | -0.7% |
| 7D | +0.1% | +7.2% | -7.1% | -0.1% |
| 30D | +6.2% | +4.8% | +1.4% | +5.9% |
| 3M | +12.4% | -23.7% | +36.0% | +13.2% |
| 6M | +9.0% | -43.6% | +52.6% | +11.0% |
| YTD | +52.2% | -50.6% | +102.8% | +55.6% |
| 1Y | +65.0% | -57.0% | +122.1% | +69.9% |
| 3Y | +78.8% | -28.3% | +107.1% | +72.5% |
| All | +272.1% | -33.2% | +305.2% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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