+776.2%
DIA vs CNQ
+5,432.5%
-4,656.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | +3.6% | +12.4% | -8.7% | +0.6% |
| 6M | +11.5% | +9.0% | +2.5% | +8.4% |
| YTD | +10.4% | +52.2% | -41.9% | -0.8% |
| 1Y | +15.6% | +65.0% | -49.5% | +1.8% |
| 3Y | +58.9% | +78.8% | -20.0% | +35.2% |
| 5Y | +65.3% | +286.0% | -220.6% | +15.4% |
| 10Y | +252.2% | +420.7% | -168.5% | +108.2% |
| All | +776.2% | +5,432.5% | -4,656.3% | +227.8% |
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 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