+6.6%
DASH vs CNQ
+434.9%
-428.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -5.0% | +6.2% | -11.2% | -6.0% |
| 3M | +30.6% | +12.4% | +18.3% | +27.3% |
| 6M | +19.2% | +9.0% | +10.1% | +16.0% |
| YTD | -10.8% | +52.2% | -63.0% | -20.2% |
| 1Y | -22.4% | +65.0% | -87.4% | -32.0% |
| 3Y | +142.5% | +78.8% | +63.6% | +103.0% |
| 5Y | -4.0% | +286.0% | -290.0% | -27.6% |
| All | +6.6% | +434.9% | -428.3% | -23.0% |
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