-0.8%
CRM vs CNQ
+278.6%
-279.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -4.4% | +0.1% | -4.6% | -4.5% |
| 30D | +28.1% | +6.2% | +21.9% | +26.4% |
| 3M | +48.8% | +12.4% | +36.5% | +44.7% |
| 6M | +28.3% | +9.0% | +19.2% | +24.9% |
| YTD | -6.0% | +52.2% | -58.2% | -15.8% |
| 1Y | +1.4% | +65.0% | -63.6% | -11.2% |
| 3Y | +11.8% | +78.8% | -67.0% | -6.4% |
| All | -0.8% | +278.6% | -279.4% | -30.6% |
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