+64.1%
DIA vs CNQ
+278.6%
-214.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -2.0% | +6.2% | -8.2% | -3.0% |
| 3M | +3.6% | +12.4% | -8.7% | +1.5% |
| 6M | +11.5% | +9.0% | +2.5% | +9.3% |
| YTD | +10.4% | +52.2% | -41.9% | +1.0% |
| 1Y | +15.6% | +65.0% | -49.5% | +3.9% |
| 3Y | +58.9% | +78.8% | -20.0% | +37.7% |
| All | +64.1% | +278.6% | -214.5% | +18.8% |
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