-40.6%
DIS vs CNQ
+278.6%
-319.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +3.2% | +6.2% | -3.0% | +1.8% |
| 3M | +7.0% | +12.4% | -5.4% | +3.8% |
| 6M | +6.4% | +9.0% | -2.6% | +3.1% |
| YTD | -5.6% | +52.2% | -57.8% | -17.0% |
| 1Y | -7.7% | +65.0% | -72.7% | -20.9% |
| 3Y | +33.2% | +78.8% | -45.7% | +8.4% |
| All | -40.6% | +278.6% | -319.2% | -61.5% |
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