+39.1%
DOCS vs CNQ
+69.8%
-30.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +2.4% |
| 7D | -4.2% | -1.5% | -2.7% | -4.2% |
| 30D | +8.6% | -3.2% | +11.8% | +8.5% |
| 3M | +27.2% | +3.6% | +23.6% | +26.7% |
| 6M | +26.5% | +10.3% | +16.2% | +25.5% |
| YTD | -25.0% | +48.6% | -73.6% | -29.0% |
| 1Y | -37.0% | +55.3% | -92.3% | -41.0% |
| All | +39.1% | +69.8% | -30.7% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling