+45.4%
CSCO vs CNQ
+61.9%
-16.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +1.1% |
| 7D | -6.1% | -9.4% | +3.4% | -5.4% |
| 30D | -8.2% | +2.8% | -10.9% | -8.4% |
| 3M | -14.9% | +8.5% | -23.3% | -15.5% |
| 6M | +12.3% | +6.4% | +5.9% | +12.1% |
| YTD | +36.5% | +50.9% | -14.4% | +33.6% |
| 1Y | +45.4% | +62.8% | -17.5% | +42.0% |
| All | +45.4% | +61.9% | -16.5% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling