-76.1%
DOCS vs CNQ
+291.4%
-367.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -8.1% | -0.9% | -7.2% | -8.0% |
| 30D | -5.6% | +8.7% | -14.3% | -6.6% |
| 3M | +18.3% | +15.8% | +2.5% | +15.9% |
| 6M | -5.1% | +13.3% | -18.4% | -7.0% |
| YTD | -45.4% | +54.7% | -100.1% | -49.4% |
| 1Y | -65.2% | +69.5% | -134.7% | -68.4% |
| 3Y | +6.6% | +77.3% | -70.7% | -6.1% |
| 5Y | -76.1% | +290.3% | -366.5% | -75.3% |
| All | -76.1% | +291.4% | -367.5% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling