+2,901.4%
EOG vs CNQ
+5,432.5%
-2,531.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +2.9% | +6.2% | -3.3% | -1.2% |
| 3M | +8.7% | +12.4% | -3.6% | +0.5% |
| 6M | +12.9% | +9.0% | +3.9% | +6.1% |
| YTD | +43.8% | +52.2% | -8.4% | +7.8% |
| 1Y | +27.1% | +65.0% | -38.0% | -10.1% |
| 3Y | +25.9% | +78.8% | -52.9% | -17.1% |
| 5Y | +177.9% | +286.0% | -108.0% | +10.7% |
| 10Y | +119.7% | +420.7% | -301.1% | -33.8% |
| All | +2,901.4% | +5,432.5% | -2,531.1% | +80.5% |
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 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