+141.4%
DASH vs CNQ
+74.2%
+67.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | -9.4% | -0.7% | -8.8% | -9.4% |
| 30D | -5.2% | +6.7% | -11.9% | -5.6% |
| 3M | +33.1% | +12.8% | +20.3% | +31.8% |
| 6M | +18.3% | +13.3% | +5.0% | +16.1% |
| YTD | -11.2% | +53.1% | -64.3% | -18.6% |
| 1Y | -21.9% | +66.1% | -88.0% | -30.0% |
| All | +141.4% | +74.2% | +67.2% | +102.2% |
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