+6.6%
DOCS vs CNQ
+76.1%
-69.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -8.1% | -0.9% | -7.2% | -8.1% |
| 30D | -5.6% | +8.7% | -14.3% | -6.0% |
| 3M | +18.3% | +15.8% | +2.5% | +17.3% |
| 6M | -5.1% | +13.3% | -18.4% | -5.9% |
| YTD | -45.4% | +54.7% | -100.1% | -48.5% |
| 1Y | -65.2% | +69.5% | -134.7% | -67.9% |
| All | +6.6% | +76.1% | -69.5% | -7.5% |
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 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