-53.4%
DOCS vs CNQ
+256.3%
-309.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | -8.8% | -0.7% | -8.2% | -8.8% |
| 30D | -5.4% | +6.7% | -12.1% | -6.1% |
| 3M | +22.1% | +12.8% | +9.3% | +20.0% |
| 6M | -0.3% | +13.3% | -13.6% | -2.4% |
| YTD | -44.2% | +53.1% | -97.3% | -48.3% |
| 1Y | -64.2% | +66.1% | -130.2% | -67.4% |
| 3Y | +8.9% | +75.4% | -66.5% | -3.9% |
| 5Y | -75.8% | +288.1% | -363.9% | -78.6% |
| All | -53.4% | +256.3% | -309.6% | -61.4% |
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