-53.3%
CSGP vs CNQ
+61.9%
-115.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.4% | +11.4% | +3.7% |
| 7D | +18.3% | -9.4% | +27.7% | +17.9% |
| 30D | +17.8% | +2.8% | +15.0% | +17.0% |
| 3M | +9.3% | +8.5% | +0.8% | +8.4% |
| 6M | -7.9% | +6.4% | -14.3% | -8.7% |
| YTD | -51.5% | +50.9% | -102.5% | -55.6% |
| 1Y | -53.3% | +62.8% | -116.2% | -58.2% |
| All | -53.3% | +61.9% | -115.2% | -58.2% |
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