-37.1%
DOCS vs CNQ
+252.0%
-289.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +2.6% | +2.5% | +0.1% | +2.3% |
| 30D | +11.4% | -4.0% | +15.4% | +11.7% |
| 3M | +25.4% | +5.5% | +19.9% | +24.2% |
| 6M | +42.5% | +7.5% | +35.1% | +40.6% |
| YTD | -24.7% | +51.2% | -75.9% | -30.4% |
| 1Y | -32.9% | +57.3% | -90.2% | -38.5% |
| 3Y | +39.6% | +71.0% | -31.3% | +23.5% |
| 5Y | -54.6% | +206.1% | -260.8% | -60.0% |
| All | -37.1% | +252.0% | -289.1% | -48.0% |
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