+86.4%
F vs CNQ
+426.2%
-339.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -4.4% | +0.1% | -4.6% | -4.5% |
| 30D | +1.0% | +6.2% | -5.2% | -1.1% |
| 3M | -4.0% | +12.4% | -16.4% | -8.1% |
| 6M | +18.1% | +9.0% | +9.1% | +12.8% |
| YTD | +10.2% | +52.2% | -42.0% | -6.6% |
| 1Y | +24.3% | +65.0% | -40.7% | +2.1% |
| 3Y | +38.1% | +78.8% | -40.8% | +8.1% |
| 5Y | +50.2% | +286.0% | -235.7% | -10.4% |
| All | +86.4% | +426.2% | -339.8% | -11.1% |
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