+226.6%
GLW vs CNQ
+5,383.3%
-5,156.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.4% |
| 7D | +7.8% | -0.8% | +8.6% | +8.1% |
| 30D | -0.4% | +5.3% | -5.7% | -2.0% |
| 3M | -5.6% | +11.4% | -16.9% | -9.0% |
| 6M | +26.7% | +8.1% | +18.7% | +22.3% |
| YTD | +91.0% | +50.9% | +40.2% | +66.5% |
| 1Y | +122.4% | +63.6% | +58.8% | +88.8% |
| 3Y | +471.0% | +77.2% | +393.8% | +363.7% |
| 5Y | +385.6% | +282.5% | +103.1% | +204.4% |
| 10Y | +856.1% | +416.1% | +440.0% | +386.6% |
| All | +226.6% | +5,383.3% | -5,156.7% | +12.0% |
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 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