+590.9%
CNQ vs Z
+17.5%
+573.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -2.0% |
| 7D | -0.8% | -6.0% | +5.3% | +0.1% |
| 30D | +5.3% | -2.3% | +7.5% | +5.3% |
| 3M | +11.4% | -0.6% | +12.0% | +10.6% |
| 6M | +8.1% | -27.6% | +35.7% | +12.0% |
| YTD | +50.9% | -52.4% | +103.2% | +66.3% |
| 1Y | +63.6% | -63.6% | +127.2% | +88.0% |
| 3Y | +77.2% | -36.4% | +113.6% | +78.6% |
| 5Y | +282.5% | -64.6% | +347.2% | +306.2% |
| 10Y | +416.1% | -2.8% | +418.9% | +271.8% |
| All | +590.9% | +17.5% | +573.3% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling