-56.7%
DOCS vs CNQ
+193.6%
-250.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +2.3% |
| 7D | -4.2% | -1.5% | -2.7% | -4.0% |
| 30D | +8.6% | -3.2% | +11.8% | +8.8% |
| 3M | +27.2% | +3.6% | +23.6% | +26.1% |
| 6M | +26.5% | +10.3% | +16.2% | +23.7% |
| YTD | -25.0% | +48.6% | -73.6% | -31.4% |
| 1Y | -37.0% | +55.3% | -92.3% | -43.0% |
| 3Y | +39.4% | +69.6% | -30.2% | +20.7% |
| 5Y | -56.7% | +198.8% | -255.5% | -65.4% |
| All | -56.7% | +193.6% | -250.2% | -65.4% |
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 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