-99.9%
DFNS vs CNQ
+278.6%
-378.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.7% |
| 7D | -6.3% | +0.1% | -6.5% | -6.3% |
| 30D | -74.0% | +6.2% | -80.2% | -73.3% |
| 3M | -70.1% | +12.4% | -82.5% | -68.7% |
| 6M | -93.9% | +9.0% | -102.9% | -93.6% |
| YTD | -98.1% | +52.2% | -150.3% | -97.8% |
| 1Y | -98.3% | +65.0% | -163.3% | -98.0% |
| 3Y | -99.9% | +78.8% | -178.7% | -99.9% |
| All | -99.9% | +278.6% | -378.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling