+395.2%
COR vs CNQ
+426.2%
-31.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -2.8% | +0.1% | -3.0% | -2.9% |
| 30D | +2.6% | +6.2% | -3.6% | +1.6% |
| 3M | +14.5% | +12.4% | +2.1% | +12.3% |
| 6M | -7.8% | +9.0% | -16.8% | -9.3% |
| YTD | -4.2% | +52.2% | -56.4% | -10.5% |
| 1Y | +7.0% | +65.0% | -58.0% | -1.4% |
| 3Y | +85.5% | +78.8% | +6.7% | +65.5% |
| 5Y | +181.2% | +286.0% | -104.8% | +113.6% |
| All | +395.2% | +426.2% | -31.0% | +224.7% |
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