-24.8%
GIS vs CNQ
+66.7%
-91.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | -6.1% | +6.2% | -12.3% | -5.8% |
| 3M | +7.8% | +12.4% | -4.5% | +8.5% |
| 6M | -8.8% | +9.0% | -17.8% | -8.4% |
| YTD | -19.1% | +52.2% | -71.3% | -23.1% |
| 1Y | -24.8% | +65.0% | -89.8% | -28.0% |
| All | -24.8% | +66.7% | -91.4% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling