+176.5%
DLR vs CNQ
+426.2%
-249.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -4.3% | +6.2% | -10.5% | -5.0% |
| 3M | +3.8% | +12.4% | -8.5% | +2.3% |
| 6M | +5.8% | +9.0% | -3.2% | +4.3% |
| YTD | +23.5% | +52.2% | -28.7% | +16.8% |
| 1Y | +11.1% | +65.0% | -54.0% | +3.9% |
| 3Y | +57.9% | +78.8% | -21.0% | +45.1% |
| 5Y | +44.0% | +286.0% | -242.0% | +21.6% |
| All | +176.5% | +426.2% | -249.8% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling