+5,074.9%
DELL vs CNQ
+395.0%
+4,679.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.6% | +12.5% | +12.1% |
| 7D | +8.2% | +0.1% | +8.1% | +8.2% |
| 30D | +17.1% | +6.2% | +10.9% | +14.8% |
| 3M | +45.2% | +12.4% | +32.8% | +39.3% |
| 6M | +286.8% | +9.0% | +277.8% | +271.4% |
| YTD | +354.8% | +52.2% | +302.6% | +293.1% |
| 1Y | +358.3% | +65.0% | +293.2% | +285.0% |
| 3Y | +724.9% | +78.8% | +646.1% | +571.2% |
| 5Y | +1,193.7% | +286.0% | +907.7% | +728.3% |
| 10Y | +4,433.8% | +420.7% | +4,013.1% | +2,214.9% |
| All | +5,074.9% | +395.0% | +4,679.8% | +2,613.3% |
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