+4.1%
DASH vs CNQ
+443.7%
-439.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -12.8% | -0.9% | -11.9% | -12.7% |
| 30D | -6.0% | +8.7% | -14.7% | -7.5% |
| 3M | +26.7% | +15.8% | +10.9% | +22.7% |
| 6M | +11.7% | +13.3% | -1.6% | +7.9% |
| YTD | -12.9% | +54.7% | -67.6% | -22.3% |
| 1Y | -23.1% | +69.5% | -92.6% | -33.0% |
| 3Y | +140.0% | +77.3% | +62.7% | +101.7% |
| 5Y | -5.1% | +290.3% | -295.4% | -28.5% |
| All | +4.1% | +443.7% | -439.6% | -25.0% |
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 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