-64.2%
CSGP vs CNQ
+74.2%
-138.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -6.9% | -0.7% | -6.2% | -6.8% |
| 30D | -5.2% | +6.7% | -11.9% | -6.3% |
| 3M | -13.8% | +12.8% | -26.6% | -15.9% |
| 6M | -36.3% | +13.3% | -49.7% | -38.2% |
| YTD | -56.1% | +53.1% | -109.2% | -60.3% |
| 1Y | -65.8% | +66.1% | -131.9% | -69.8% |
| All | -64.2% | +74.2% | -138.4% | -69.3% |
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