+25.2%
COP vs CNQ
+73.2%
-48.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +8.6% | +6.2% | +2.4% | +3.9% |
| 3M | +19.9% | +12.4% | +7.5% | +10.1% |
| 6M | +19.0% | +9.0% | +10.0% | +11.3% |
| YTD | +50.0% | +52.2% | -2.3% | +10.1% |
| 1Y | +50.5% | +65.0% | -14.5% | +4.2% |
| 3Y | +25.2% | +78.8% | -53.6% | -19.8% |
| All | +25.2% | +73.2% | -48.0% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling