+14.6%
COST vs CNQ
+60.9%
-46.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | +7.1% | -11.2% | +18.3% | +7.2% |
| 30D | +14.1% | +1.7% | +12.3% | +13.5% |
| 3M | +13.3% | +10.3% | +3.0% | +12.1% |
| 6M | +5.2% | +4.3% | +0.9% | +4.0% |
| YTD | +24.3% | +48.7% | -24.4% | +20.1% |
| 1Y | +14.6% | +57.9% | -43.3% | +11.0% |
| All | +14.6% | +60.9% | -46.2% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling