+89.4%
EWZ vs CNQ
+426.2%
-336.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +12.8% | +6.2% | +6.6% | +10.2% |
| 3M | +10.8% | +12.4% | -1.6% | +5.4% |
| 6M | +2.5% | +9.0% | -6.5% | -2.3% |
| YTD | +21.4% | +52.2% | -30.9% | +1.1% |
| 1Y | +32.8% | +65.0% | -32.2% | +6.8% |
| 3Y | +45.2% | +78.8% | -33.6% | +10.0% |
| 5Y | +63.0% | +286.0% | -223.0% | -12.9% |
| All | +89.4% | +426.2% | -336.8% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling