-3.6%
COST vs CNQ
+65.4%
-69.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -3.1% | +3.0% | -6.1% | -3.2% |
| 30D | -2.8% | +12.8% | -15.5% | -3.3% |
| 3M | -5.7% | +7.0% | -12.7% | -6.3% |
| 6M | -8.8% | +16.5% | -25.2% | -9.2% |
| YTD | +6.7% | +52.0% | -45.4% | +5.4% |
| 1Y | -3.6% | +64.1% | -67.7% | -4.0% |
| All | -3.6% | +65.4% | -69.1% | -4.0% |
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