+272.1%
CNQ vs Z
-64.7%
+336.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.8% |
| 7D | +0.1% | -6.0% | +6.2% | +0.5% |
| 30D | +6.2% | -2.3% | +8.5% | +6.2% |
| 3M | +12.4% | -0.6% | +13.0% | +12.0% |
| 6M | +9.0% | -27.6% | +36.6% | +11.1% |
| YTD | +52.2% | -52.4% | +104.6% | +60.8% |
| 1Y | +65.0% | -63.6% | +128.6% | +79.0% |
| 3Y | +78.8% | -36.4% | +115.2% | +80.4% |
| All | +272.1% | -64.7% | +336.8% | +264.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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