+851.5%
DE vs CNQ
+426.2%
+425.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +9.0% | +6.2% | +2.8% | +7.1% |
| 3M | +19.1% | +12.4% | +6.8% | +14.4% |
| 6M | +14.4% | +9.0% | +5.4% | +10.1% |
| YTD | +45.9% | +52.2% | -6.3% | +26.3% |
| 1Y | +43.6% | +65.0% | -21.4% | +20.7% |
| 3Y | +75.9% | +78.8% | -3.0% | +41.2% |
| 5Y | +98.8% | +286.0% | -187.2% | +22.9% |
| All | +851.5% | +426.2% | +425.3% | +374.6% |
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