+5,760.6%
CRM vs CNQ
+2,407.7%
+3,352.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.8% |
| 3M | +48.8% | +12.4% | +36.5% | +43.2% |
| 6M | +28.3% | +9.0% | +19.2% | +23.7% |
| YTD | -6.0% | +52.2% | -58.2% | -18.2% |
| 1Y | +1.4% | +65.0% | -63.6% | -14.0% |
| 3Y | +11.8% | +78.8% | -67.0% | -9.4% |
| 5Y | -2.0% | +286.0% | -288.0% | -38.6% |
| 10Y | +239.6% | +420.7% | -181.1% | +65.6% |
| All | +5,760.6% | +2,407.7% | +3,352.9% | +1,755.1% |
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