+242.0%
COF vs CNQ
+426.2%
-184.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.8% |
| 7D | -5.1% | +0.1% | -5.3% | -5.2% |
| 30D | -6.0% | +6.2% | -12.2% | -8.5% |
| 3M | +14.8% | +12.4% | +2.5% | +8.4% |
| 6M | +15.3% | +9.0% | +6.3% | +8.6% |
| YTD | -13.0% | +52.2% | -65.3% | -29.6% |
| 1Y | -5.7% | +65.0% | -70.7% | -26.6% |
| 3Y | +118.1% | +78.8% | +39.3% | +59.3% |
| 5Y | +46.2% | +286.0% | -239.8% | -27.3% |
| All | +242.0% | +426.2% | -184.2% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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