+66.2%
CTAS vs CNQ
+73.2%
-7.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.7% | +6.2% | -6.9% | -1.1% |
| 3M | +11.1% | +12.4% | -1.3% | +10.1% |
| 6M | +2.1% | +9.0% | -6.9% | +1.2% |
| YTD | +8.0% | +52.2% | -44.3% | +3.5% |
| 1Y | -0.5% | +65.0% | -65.5% | -5.4% |
| 3Y | +66.2% | +78.8% | -12.6% | +53.2% |
| All | +66.2% | +73.2% | -7.0% | +53.2% |
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 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