+20.2%
GLW vs CNQ
+13.9%
+6.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.4% |
| 7D | +11.7% | -0.7% | +12.4% | +11.6% |
| 30D | +2.7% | +6.7% | -4.0% | +4.2% |
| 3M | -2.8% | +12.8% | -15.6% | +1.9% |
| 6M | +20.2% | +13.3% | +6.8% | +28.5% |
| All | +20.2% | +13.9% | +6.2% | +28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling