+1,345.0%
CVX vs CNQ
+5,432.5%
-4,087.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +9.8% | +6.2% | +3.6% | +6.8% |
| 3M | +16.2% | +12.4% | +3.8% | +10.0% |
| 6M | +13.6% | +9.0% | +4.6% | +8.9% |
| YTD | +44.4% | +52.2% | -7.8% | +18.3% |
| 1Y | +40.6% | +65.0% | -24.4% | +10.7% |
| 3Y | +48.2% | +78.8% | -30.7% | +10.6% |
| 5Y | +172.3% | +286.0% | -113.7% | +41.7% |
| 10Y | +222.3% | +420.7% | -198.4% | +30.1% |
| All | +1,345.0% | +5,432.5% | -4,087.5% | +78.4% |
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