+374.7%
GIS vs CNQ
+5,432.5%
-5,057.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 3M | +7.8% | +12.4% | -4.5% | +7.0% |
| 6M | -8.8% | +9.0% | -17.8% | -9.5% |
| YTD | -19.1% | +52.2% | -71.3% | -21.4% |
| 1Y | -24.8% | +65.0% | -89.8% | -27.3% |
| 3Y | -37.6% | +78.8% | -116.4% | -40.3% |
| 5Y | -25.4% | +286.0% | -311.4% | -32.6% |
| 10Y | -19.6% | +420.7% | -440.3% | -31.3% |
| All | +374.7% | +5,432.5% | -5,057.8% | +240.9% |
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