+5,665.1%
DE vs CNQ
+5,432.5%
+232.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +9.0% | +6.2% | +2.8% | +6.8% |
| 3M | +19.1% | +12.4% | +6.8% | +13.7% |
| 6M | +14.4% | +9.0% | +5.4% | +9.4% |
| YTD | +45.9% | +52.2% | -6.3% | +23.9% |
| 1Y | +43.6% | +65.0% | -21.4% | +18.1% |
| 3Y | +75.9% | +78.8% | -3.0% | +37.3% |
| 5Y | +98.8% | +286.0% | -187.2% | +14.9% |
| 10Y | +861.4% | +420.7% | +440.7% | +331.0% |
| All | +5,665.1% | +5,432.5% | +232.6% | +1,418.6% |
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 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