+245.6%
CRH vs CNQ
+426.2%
-180.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -9.3% | +6.2% | -15.5% | -11.0% |
| 3M | -15.2% | +12.4% | -27.6% | -18.8% |
| 6M | -14.2% | +9.0% | -23.2% | -18.0% |
| YTD | -28.3% | +52.2% | -80.5% | -38.7% |
| 1Y | -21.8% | +65.0% | -86.8% | -35.3% |
| 3Y | +71.6% | +78.8% | -7.2% | +35.1% |
| 5Y | +96.6% | +286.0% | -189.4% | +14.6% |
| All | +245.6% | +426.2% | -180.6% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling