-5.7%
DT vs CNQ
+61.9%
-67.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | -1.5% |
| 7D | -25.5% | -9.4% | -16.1% | -26.4% |
| 30D | -22.3% | +2.8% | -25.1% | -21.7% |
| 3M | +2.3% | +8.5% | -6.1% | +4.3% |
| 6M | +20.7% | +6.4% | +14.3% | +24.3% |
| YTD | +7.9% | +50.9% | -43.0% | +19.9% |
| 1Y | -5.7% | +62.8% | -68.6% | +2.3% |
| All | -5.7% | +61.9% | -67.6% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling