+40.0%
CVS vs CNQ
+426.2%
-386.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -0.1% | +6.2% | -6.3% | -1.0% |
| 3M | -5.2% | +12.4% | -17.6% | -7.0% |
| 6M | +26.9% | +9.0% | +17.9% | +24.7% |
| YTD | +22.1% | +52.2% | -30.1% | +13.8% |
| 1Y | +30.8% | +65.0% | -34.2% | +20.1% |
| 3Y | +54.4% | +78.8% | -24.4% | +37.8% |
| 5Y | +33.4% | +286.0% | -252.6% | +2.2% |
| All | +40.0% | +426.2% | -386.2% | -4.0% |
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