-69.3%
CPNG vs CNQ
+312.3%
-381.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -7.4% | +6.2% | -13.6% | -8.8% |
| 3M | -12.3% | +12.4% | -24.7% | -15.1% |
| 6M | -19.4% | +9.0% | -28.5% | -21.8% |
| YTD | -35.9% | +52.2% | -88.1% | -43.3% |
| 1Y | -53.4% | +65.0% | -118.4% | -59.8% |
| 3Y | -20.0% | +78.8% | -98.8% | -34.4% |
| 5Y | -49.6% | +286.0% | -335.5% | -61.9% |
| All | -69.3% | +312.3% | -381.6% | -77.1% |
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