+5,666.2%
COR vs CNQ
+5,432.5%
+233.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 6M | -7.8% | +9.0% | -16.8% | -9.2% |
| YTD | -4.2% | +52.2% | -56.4% | -10.3% |
| 1Y | +7.0% | +65.0% | -58.0% | -1.1% |
| 3Y | +85.5% | +78.8% | +6.7% | +66.8% |
| 5Y | +181.2% | +286.0% | -104.8% | +121.1% |
| 10Y | +404.7% | +420.7% | -16.0% | +252.8% |
| All | +5,666.2% | +5,432.5% | +233.7% | +3,112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling