-93.9%
DFNS vs CNQ
+11.0%
-104.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -4.6% |
| 7D | -6.3% | -0.8% | -5.6% | -7.3% |
| 30D | -74.0% | +5.3% | -79.2% | -71.8% |
| 3M | -70.1% | +11.4% | -81.5% | -66.5% |
| 6M | -93.9% | +8.1% | -102.0% | -92.9% |
| All | -93.9% | +11.0% | -104.9% | -92.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling