+114.1%
DT vs CNQ
+491.3%
-377.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +3.0% | +6.2% | -3.2% | +1.5% |
| 3M | +26.5% | +12.4% | +14.1% | +22.4% |
| 6M | +35.9% | +9.0% | +26.9% | +31.9% |
| YTD | +17.8% | +52.2% | -34.4% | +4.8% |
| 1Y | +4.1% | +65.0% | -61.0% | -9.6% |
| 3Y | +5.3% | +78.8% | -73.5% | -12.1% |
| 5Y | -27.2% | +286.0% | -313.1% | -51.0% |
| All | +114.1% | +491.3% | -377.1% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling