+167.3%
CSCO vs CNQ
+5,432.5%
-5,265.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 3M | -7.6% | +12.4% | -20.0% | -10.3% |
| 6M | +44.9% | +9.0% | +35.9% | +41.3% |
| YTD | +47.7% | +52.2% | -4.5% | +33.4% |
| 1Y | +69.1% | +65.0% | +4.0% | +49.7% |
| 3Y | +113.5% | +78.8% | +34.7% | +82.8% |
| 5Y | +122.8% | +286.0% | -163.2% | +56.2% |
| 10Y | +389.1% | +420.7% | -31.6% | +189.3% |
| All | +167.3% | +5,432.5% | -5,265.2% | +43.5% |
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