+415.5%
CNQ vs XHB
+215.4%
+200.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.3% |
| 7D | +0.1% | -4.6% | +4.8% | +2.4% |
| 30D | +6.2% | -9.1% | +15.3% | +11.0% |
| 3M | +12.4% | -8.6% | +20.9% | +15.7% |
| 6M | +9.0% | -4.0% | +13.0% | +7.4% |
| YTD | +52.2% | -3.9% | +56.2% | +49.2% |
| 1Y | +65.0% | -16.5% | +81.5% | +74.1% |
| 3Y | +78.8% | +22.6% | +56.3% | +41.6% |
| 5Y | +286.0% | +33.9% | +252.0% | +175.7% |
| All | +415.5% | +215.4% | +200.1% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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