+68.5%
COST vs CNQ
+73.2%
-4.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -4.7% | +6.2% | -10.9% | -5.1% |
| 3M | -7.1% | +12.4% | -19.5% | -7.9% |
| 6M | -8.5% | +9.0% | -17.6% | -9.2% |
| YTD | +5.4% | +52.2% | -46.8% | +2.5% |
| 1Y | -5.6% | +65.0% | -70.7% | -8.7% |
| 3Y | +68.5% | +78.8% | -10.4% | +60.8% |
| All | +68.5% | +73.2% | -4.8% | +60.8% |
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