+643.0%
EXC vs CNQ
+5,463.2%
-4,820.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -1.6% | -0.7% | -1.0% | -1.5% |
| 30D | -2.4% | +6.7% | -9.1% | -3.8% |
| 3M | -4.0% | +12.8% | -16.8% | -6.6% |
| 6M | -9.8% | +13.3% | -23.1% | -12.7% |
| YTD | +2.3% | +53.1% | -50.8% | -7.4% |
| 1Y | +3.8% | +66.1% | -62.2% | -7.8% |
| 3Y | +19.7% | +75.4% | -55.7% | +2.8% |
| 5Y | +45.6% | +288.1% | -242.5% | +2.2% |
| 10Y | +159.0% | +423.6% | -264.6% | +52.4% |
| All | +643.0% | +5,463.2% | -4,820.2% | +183.2% |
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