+113.5%
CSCO vs CNQ
+73.2%
+40.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.5% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -9.5% | +6.2% | -15.7% | -10.4% |
| 3M | -7.6% | +12.4% | -20.0% | -9.5% |
| 6M | +44.9% | +9.0% | +35.9% | +42.5% |
| YTD | +47.7% | +52.2% | -4.5% | +36.7% |
| 1Y | +69.1% | +65.0% | +4.0% | +53.9% |
| 3Y | +113.5% | +78.8% | +34.7% | +87.7% |
| All | +113.5% | +73.2% | +40.3% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling