+2,509.7%
CTAS vs CNQ
+5,432.5%
-2,922.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.7% | +6.2% | -6.9% | -2.0% |
| 3M | +11.1% | +12.4% | -1.3% | +8.1% |
| 6M | +2.1% | +9.0% | -6.9% | -0.4% |
| YTD | +8.0% | +52.2% | -44.3% | -2.0% |
| 1Y | -0.5% | +65.0% | -65.5% | -11.4% |
| 3Y | +66.2% | +78.8% | -12.6% | +42.8% |
| 5Y | +109.2% | +286.0% | -176.8% | +48.8% |
| 10Y | +689.5% | +420.7% | +268.8% | +381.1% |
| All | +2,509.7% | +5,432.5% | -2,922.7% | +1,070.3% |
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 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