+44.4%
CSGP vs CNQ
+421.5%
-377.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.5% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | -0.1% | +5.3% | -5.4% | -1.1% |
| 3M | -6.7% | +11.4% | -18.1% | -8.8% |
| 6M | -32.8% | +8.1% | -40.9% | -34.2% |
| YTD | -54.7% | +50.9% | -105.6% | -58.3% |
| 1Y | -65.0% | +63.6% | -128.6% | -68.3% |
| 3Y | -63.0% | +77.2% | -140.3% | -67.4% |
| 5Y | -66.2% | +282.5% | -348.8% | -74.3% |
| All | +44.4% | +421.5% | -377.2% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling