+94.1%
CRH vs CNQ
+278.6%
-184.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -9.3% | +6.2% | -15.5% | -10.3% |
| 3M | -15.2% | +12.4% | -27.6% | -17.3% |
| 6M | -14.2% | +9.0% | -23.2% | -16.5% |
| YTD | -28.3% | +52.2% | -80.5% | -36.2% |
| 1Y | -21.8% | +65.0% | -86.8% | -32.3% |
| 3Y | +71.6% | +78.8% | -7.2% | +41.9% |
| All | +94.1% | +278.6% | -184.5% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling